+539.2%
MAR vs MOD
+915.9%
-376.7%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.5% | -3.3% | -0.5% |
| 7D | +1.0% | +8.2% | -7.2% | -0.9% |
| 30D | +16.2% | -38.2% | +54.4% | +26.9% |
| 3M | +23.1% | -46.2% | +69.3% | +37.4% |
| 6M | +22.0% | -62.5% | +84.5% | +44.5% |
| YTD | +39.2% | -20.1% | +59.3% | +35.4% |
| 1Y | +48.3% | -29.7% | +77.9% | +47.2% |
| 3Y | +123.4% | +136.2% | -12.8% | +46.0% |
| 5Y | +185.4% | +820.4% | -635.0% | +19.2% |
| 10Y | +539.2% | +839.8% | -300.6% | +119.8% |
| All | +539.2% | +915.9% | -376.7% | +119.8% |
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