+966.8%
MOD vs BG
+95.6%
+871.2%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +2.1% | +7.8% | +9.0% |
| 7D | -13.9% | +7.4% | -21.3% | -16.7% |
| 30D | -41.5% | -1.5% | -40.0% | -41.4% |
| 3M | -45.7% | -6.1% | -39.7% | -45.1% |
| 6M | -61.1% | -18.0% | -43.1% | -58.4% |
| YTD | -20.5% | +15.6% | -36.1% | -27.4% |
| 1Y | -32.1% | +9.6% | -41.7% | -36.7% |
| 3Y | +146.5% | +6.3% | +140.2% | +123.3% |
| 5Y | +812.7% | +24.6% | +788.2% | +626.6% |
| 10Y | +966.8% | +98.1% | +868.7% | +487.0% |
| All | +966.8% | +95.6% | +871.2% | +487.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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