+966.8%
MOD vs BR
+266.7%
+700.2%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +1.0% | +8.9% | +9.4% |
| 7D | -13.9% | +4.4% | -18.3% | -15.9% |
| 30D | -41.5% | +16.3% | -57.8% | -45.9% |
| 3M | -45.7% | +16.2% | -62.0% | -50.2% |
| 6M | -61.1% | +30.3% | -91.4% | -67.0% |
| YTD | -20.5% | -12.2% | -8.3% | -17.4% |
| 1Y | -32.1% | -11.3% | -20.9% | -30.0% |
| 3Y | +146.5% | +15.2% | +131.2% | +112.1% |
| 5Y | +812.7% | +18.0% | +794.7% | +663.6% |
| 10Y | +966.8% | +268.7% | +698.2% | +359.9% |
| All | +966.8% | +266.7% | +700.2% | +359.9% |
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