+537.5%
MAR vs MOD
+920.5%
-383.0%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.9% | +5.6% | +3.3% |
| 7D | +2.9% | -17.8% | +20.7% | +6.2% |
| 30D | +17.0% | -43.2% | +60.3% | +30.1% |
| 3M | +23.2% | -46.0% | +69.2% | +37.3% |
| 6M | +21.7% | -62.2% | +84.0% | +43.8% |
| YTD | +38.9% | -22.8% | +61.7% | +36.2% |
| 1Y | +48.7% | -35.5% | +84.1% | +50.5% |
| 3Y | +122.9% | +128.2% | -5.3% | +47.0% |
| 5Y | +177.5% | +791.6% | -614.1% | +17.0% |
| 10Y | +537.5% | +886.3% | -348.8% | +121.6% |
| All | +537.5% | +920.5% | -383.0% | +121.6% |
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