+540.2%
MAR vs MOD
+911.6%
-371.4%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.7% | -5.9% | -1.4% |
| 7D | +4.3% | -25.5% | +29.8% | +10.0% |
| 30D | +16.8% | -49.0% | +65.8% | +33.0% |
| 3M | +16.0% | -49.8% | +65.8% | +31.5% |
| 6M | +16.5% | -64.8% | +81.2% | +39.8% |
| YTD | +35.0% | -27.6% | +62.7% | +34.4% |
| 1Y | +49.4% | -35.2% | +84.6% | +51.0% |
| 3Y | +124.1% | +137.1% | -13.1% | +45.9% |
| 5Y | +159.2% | +760.3% | -601.1% | +10.2% |
| All | +540.2% | +911.6% | -371.4% | +124.6% |
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