+906.4%
MOD vs A
+319.7%
+586.6%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.7% | +4.0% | +4.8% |
| 7D | -25.5% | -0.1% | -25.5% | -25.5% |
| 30D | -49.0% | +3.4% | -52.4% | -49.9% |
| 3M | -49.8% | +23.8% | -73.6% | -55.5% |
| 6M | -64.8% | +49.0% | -113.8% | -72.4% |
| YTD | -27.6% | +29.4% | -57.0% | -39.0% |
| 1Y | -35.2% | +19.4% | -54.6% | -42.4% |
| 3Y | +137.1% | +66.2% | +70.9% | +70.0% |
| 5Y | +760.3% | +15.8% | +744.5% | +636.9% |
| All | +906.4% | +319.7% | +586.6% | +326.2% |
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