+886.3%
MOD vs BG
+95.6%
+790.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.7% | -1.2% | -2.2% |
| 7D | -17.8% | +5.0% | -22.8% | -19.7% |
| 30D | -43.2% | -3.2% | -40.0% | -42.7% |
| 3M | -46.0% | -11.2% | -34.9% | -44.0% |
| 6M | -62.2% | -19.4% | -42.8% | -59.3% |
| YTD | -22.8% | +13.6% | -36.4% | -29.0% |
| 1Y | -35.5% | +7.3% | -42.7% | -39.3% |
| 3Y | +128.2% | +3.8% | +124.5% | +109.0% |
| 5Y | +791.6% | +23.2% | +768.4% | +612.0% |
| 10Y | +886.3% | +97.9% | +788.4% | +445.8% |
| All | +886.3% | +95.6% | +790.7% | +445.8% |
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