+810.7%
MOD vs CAPR
-63.2%
+873.9%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -8.7% | +8.2% | -0.3% |
| 7D | +16.1% | +19.1% | -3.0% | +15.5% |
| 30D | -38.5% | +48.8% | -87.4% | -39.3% |
| 3M | -46.8% | +144.4% | -191.2% | -48.4% |
| 6M | -61.6% | -67.5% | +5.9% | -61.3% |
| YTD | -20.5% | -64.5% | +44.0% | -20.2% |
| 1Y | -28.0% | +74.4% | -102.5% | -34.6% |
| 3Y | +134.9% | +265.7% | -130.8% | +97.6% |
| 5Y | +833.2% | +196.0% | +637.2% | +675.0% |
| All | +810.7% | -63.2% | +873.9% | +585.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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