+1,511.5%
MOD vs BR
+185.2%
+1,326.3%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.3% | -3.0% | -3.2% |
| 7D | +3.6% | -5.0% | +8.6% | +6.0% |
| 30D | -2.6% | -2.5% | -0.2% | -1.9% |
| 3M | -33.1% | +13.5% | -46.6% | -38.4% |
| 6M | -7.5% | -9.4% | +1.9% | -4.9% |
| YTD | +39.3% | -23.3% | +62.6% | +55.5% |
| 1Y | +34.3% | -31.6% | +65.9% | +60.6% |
| 3Y | +296.2% | -5.1% | +301.3% | +281.9% |
| 5Y | +1,504.6% | +8.2% | +1,496.4% | +1,299.2% |
| 10Y | +1,511.5% | +189.8% | +1,321.7% | +718.8% |
| All | +1,511.5% | +185.2% | +1,326.3% | +718.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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