+14,854.2%
MO vs MOD
+3,565.2%
+11,288.9%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.3% | -5.2% | -1.2% |
| 7D | +0.3% | +9.6% | -9.3% | -0.3% |
| 30D | +0.6% | 0.0% | +0.6% | +0.5% |
| 3M | -1.0% | -35.4% | +34.4% | +1.3% |
| 6M | +4.3% | -7.3% | +11.6% | +3.6% |
| YTD | +23.3% | +45.8% | -22.5% | +18.2% |
| 1Y | +10.5% | +43.1% | -32.7% | +5.5% |
| 3Y | +96.3% | +297.7% | -201.4% | +67.3% |
| 5Y | +98.9% | +1,478.8% | -1,379.9% | +48.4% |
| 10Y | +103.6% | +1,633.4% | -1,529.8% | +41.8% |
| All | +14,854.2% | +3,565.2% | +11,288.9% | +8,234.6% |
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