+539.0%
MOD vs COMP
-52.0%
+590.9%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +10.7% | -5.0% | +4.0% |
| 7D | -25.5% | +13.4% | -39.0% | -27.4% |
| 30D | -49.0% | +11.1% | -60.1% | -50.2% |
| 3M | -49.8% | -18.8% | -31.0% | -48.5% |
| 6M | -64.8% | +10.5% | -75.3% | -66.0% |
| YTD | -27.6% | -3.4% | -24.2% | -29.5% |
| 1Y | -35.2% | +19.7% | -54.9% | -39.2% |
| 3Y | +137.1% | +381.6% | -244.5% | +73.4% |
| 5Y | +760.3% | -17.6% | +777.9% | +627.5% |
| All | +539.0% | -52.0% | +590.9% | +485.2% |
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