+1,064.5%
MOD vs BG
+111.0%
+953.5%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +27.9% | +1.7% | +26.2% | +27.1% |
| 7D | +40.4% | +2.6% | +37.8% | +39.2% |
| 30D | -14.0% | -6.7% | -7.3% | -11.6% |
| 3M | -33.3% | -9.3% | -24.1% | -31.3% |
| 6M | -51.4% | -18.3% | -33.1% | -47.8% |
| YTD | +1.6% | +16.2% | -14.6% | -7.4% |
| 1Y | +5.4% | +7.6% | -2.2% | -0.7% |
| 3Y | +191.0% | +6.6% | +184.4% | +163.4% |
| 5Y | +1,093.1% | +22.2% | +1,070.9% | +858.7% |
| All | +1,064.5% | +111.0% | +953.5% | +484.4% |
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