+906.4%
MOD vs BAH
+220.7%
+685.6%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -4.4% | +10.2% | +6.9% |
| 7D | -25.5% | -3.5% | -22.0% | -25.0% |
| 30D | -49.0% | +24.3% | -73.3% | -52.6% |
| 3M | -49.8% | +16.3% | -66.1% | -52.6% |
| 6M | -64.8% | +13.6% | -78.4% | -66.8% |
| YTD | -27.6% | +3.5% | -31.1% | -31.3% |
| 1Y | -35.2% | +2.7% | -37.9% | -38.4% |
| 3Y | +137.1% | -26.6% | +163.7% | +148.3% |
| 5Y | +760.3% | +8.5% | +751.8% | +653.6% |
| All | +906.4% | +220.7% | +685.6% | +487.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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