+906.4%
MOD vs ES
+85.7%
+820.6%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.9% | +8.6% | +6.0% |
| 7D | -25.5% | +1.9% | -27.4% | -25.8% |
| 30D | -49.0% | +7.1% | -56.1% | -49.5% |
| 3M | -49.8% | -1.9% | -47.9% | -49.8% |
| 6M | -64.8% | +4.4% | -69.1% | -65.2% |
| YTD | -27.6% | +7.3% | -35.0% | -28.9% |
| 1Y | -35.2% | +2.1% | -37.3% | -36.1% |
| 3Y | +137.1% | +41.8% | +95.3% | +115.8% |
| 5Y | +760.3% | +1.4% | +758.8% | +740.3% |
| All | +906.4% | +85.7% | +820.6% | +980.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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