+504.4%
MOD vs COMP
-56.6%
+561.0%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -8.2% | +0.9% | -6.0% |
| 7D | -34.2% | -1.8% | -32.3% | -34.2% |
| 30D | -51.9% | -0.8% | -51.1% | -52.2% |
| 3M | -53.0% | -28.1% | -24.9% | -50.8% |
| 6M | -66.4% | +27.0% | -93.3% | -68.4% |
| YTD | -31.5% | -12.8% | -18.8% | -32.2% |
| 1Y | -39.6% | +4.9% | -44.5% | -42.1% |
| 3Y | +116.8% | +321.0% | -204.2% | +61.9% |
| 5Y | +713.8% | -25.6% | +739.4% | +599.7% |
| All | +504.4% | -56.6% | +561.0% | +462.9% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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