+209.8%
MGY vs MOD
+979.9%
-770.0%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.6% | +3.3% | +0.5% |
| 7D | +1.8% | -3.9% | +5.7% | +2.7% |
| 30D | +6.5% | -9.6% | +16.1% | +8.8% |
| 3M | +0.3% | -30.6% | +30.9% | +7.7% |
| 6M | -2.4% | -10.9% | +8.6% | -4.5% |
| YTD | +29.0% | +34.3% | -5.3% | +11.0% |
| 1Y | +17.0% | +18.3% | -1.3% | +2.2% |
| 3Y | +26.2% | +281.9% | -255.7% | -31.2% |
| 5Y | +92.3% | +1,486.4% | -1,394.0% | -40.4% |
| All | +209.8% | +979.9% | -770.0% | -23.6% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling