+103.0%
MO vs MOD
+1,504.3%
-1,401.3%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -1.0% |
| 7D | -2.0% | +6.3% | -8.3% | -2.3% |
| 30D | -0.3% | -1.7% | +1.4% | -0.3% |
| 3M | -2.9% | -30.1% | +27.2% | -1.7% |
| 6M | +5.8% | +2.7% | +3.1% | +4.5% |
| YTD | +22.0% | +44.1% | -22.1% | +17.8% |
| 1Y | +10.7% | +38.7% | -28.1% | +6.6% |
| 3Y | +94.4% | +309.8% | -215.4% | +64.3% |
| 5Y | +97.2% | +1,569.7% | -1,472.5% | +40.8% |
| 10Y | +103.0% | +1,520.5% | -1,417.5% | +39.0% |
| All | +103.0% | +1,504.3% | -1,401.3% | +39.0% |
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