+839.8%
MOD vs A
+308.8%
+531.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.5% | +4.0% | +3.8% |
| 7D | +8.2% | -0.1% | +8.4% | +8.6% |
| 30D | -38.2% | +3.3% | -41.4% | -39.1% |
| 3M | -46.2% | +18.5% | -64.8% | -51.1% |
| 6M | -62.5% | +59.3% | -121.8% | -71.7% |
| YTD | -20.1% | +31.0% | -51.1% | -33.0% |
| 1Y | -29.7% | +19.3% | -49.0% | -37.3% |
| 3Y | +136.2% | +66.8% | +69.4% | +69.2% |
| 5Y | +820.4% | +15.5% | +804.9% | +691.5% |
| 10Y | +839.8% | +312.3% | +527.5% | +291.2% |
| All | +839.8% | +308.8% | +531.0% | +291.2% |
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