+16,689.9%
MO vs MOD
+1,638.7%
+15,051.3%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +5.7% | -7.6% | -2.2% |
| 7D | -2.4% | -25.5% | +23.1% | -0.9% |
| 30D | +9.7% | -49.0% | +58.7% | +13.9% |
| 3M | +14.1% | -49.8% | +64.0% | +18.4% |
| 6M | +11.9% | -64.8% | +76.6% | +17.8% |
| YTD | +38.4% | -27.6% | +66.0% | +37.9% |
| 1Y | +41.9% | -35.2% | +77.1% | +42.0% |
| 3Y | +134.5% | +137.1% | -2.6% | +105.0% |
| 5Y | +147.3% | +760.3% | -613.0% | +90.4% |
| 10Y | +135.2% | +938.8% | -803.6% | +67.9% |
| All | +16,689.9% | +1,638.7% | +15,051.3% | +9,647.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling