+966.8%
MOD vs A
+328.7%
+638.1%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +3.1% | +6.8% | +8.2% |
| 7D | -13.9% | +4.8% | -18.7% | -16.0% |
| 30D | -41.5% | +5.6% | -47.2% | -43.1% |
| 3M | -45.7% | +23.6% | -69.3% | -51.8% |
| 6M | -61.1% | +56.4% | -117.5% | -70.3% |
| YTD | -20.5% | +33.4% | -53.9% | -34.0% |
| 1Y | -32.1% | +23.7% | -55.8% | -40.8% |
| 3Y | +146.5% | +71.0% | +75.5% | +74.2% |
| 5Y | +812.7% | +16.8% | +795.9% | +680.4% |
| 10Y | +966.8% | +323.8% | +643.1% | +347.0% |
| All | +966.8% | +328.7% | +638.1% | +347.0% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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