+146.1%
MO vs MOD
+920.5%
-774.4%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.9% | +3.6% | +0.8% |
| 7D | -0.8% | -17.8% | +17.1% | -0.2% |
| 30D | +6.5% | -43.2% | +49.7% | +8.6% |
| 3M | +18.3% | -46.0% | +64.4% | +20.7% |
| 6M | +15.6% | -62.2% | +77.8% | +19.3% |
| YTD | +38.8% | -22.8% | +61.6% | +36.9% |
| 1Y | +41.6% | -35.5% | +77.1% | +40.8% |
| 3Y | +138.2% | +128.2% | +10.0% | +105.2% |
| 5Y | +150.5% | +791.6% | -641.1% | +82.3% |
| 10Y | +146.1% | +886.3% | -740.2% | +67.9% |
| All | +146.1% | +920.5% | -774.4% | +67.9% |
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