+210.8%
MGY vs MOD
+1,020.3%
-809.5%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.3% | +4.7% | +2.1% |
| 7D | +1.5% | +3.6% | -2.1% | +0.5% |
| 30D | +6.8% | -2.6% | +9.5% | +7.2% |
| 3M | +2.6% | -33.1% | +35.8% | +11.1% |
| 6M | -3.1% | -7.5% | +4.4% | -6.1% |
| YTD | +29.4% | +39.3% | -9.9% | +10.4% |
| 1Y | +22.3% | +34.3% | -11.9% | +3.2% |
| 3Y | +26.6% | +296.2% | -269.6% | -31.6% |
| 5Y | +92.1% | +1,504.6% | -1,412.5% | -40.4% |
| All | +210.8% | +1,020.3% | -809.5% | -24.0% |
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