+498.8%
MAR vs MOD
+1,079.7%
-580.9%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +27.9% | -28.2% | -6.0% |
| 7D | +1.6% | +40.4% | -38.8% | -6.2% |
| 30D | +13.8% | -14.0% | +27.8% | +15.2% |
| 3M | +20.3% | -33.3% | +53.6% | +27.5% |
| 6M | +21.3% | -51.4% | +72.7% | +35.1% |
| YTD | +37.2% | +1.6% | +35.6% | +26.1% |
| 1Y | +48.4% | +5.4% | +43.1% | +34.1% |
| 3Y | +120.1% | +191.0% | -70.9% | +37.1% |
| 5Y | +182.1% | +1,093.1% | -911.1% | +10.8% |
| All | +498.8% | +1,079.7% | -580.9% | +95.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded MOD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling