+20.2%
MGY vs MOD
+832.8%
-812.5%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +9.9% | -14.1% | -5.5% |
| 7D | -9.5% | -13.9% | +4.4% | -8.0% |
| 30D | -5.9% | -41.5% | +35.6% | +0.4% |
| 3M | -9.0% | -45.7% | +36.8% | -2.3% |
| 6M | -17.4% | -61.1% | +43.7% | -8.2% |
| YTD | +5.6% | -20.5% | +26.1% | +1.6% |
| 1Y | +6.0% | -32.1% | +38.1% | +4.1% |
| 3Y | +15.6% | +146.5% | -130.8% | -16.8% |
| 5Y | +20.2% | +812.7% | -792.5% | -31.8% |
| All | +20.2% | +832.8% | -812.5% | -31.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling