+1,530.3%
MOD vs FIVE
+31.2%
+1,499.1%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +5.1% | -0.8% | +2.5% |
| 7D | +9.6% | +4.3% | +5.3% | +7.9% |
| 30D | 0.0% | +12.5% | -12.5% | -4.4% |
| 3M | -35.4% | +31.2% | -66.6% | -41.8% |
| 6M | -7.3% | +14.4% | -21.6% | -13.1% |
| YTD | +45.8% | +33.9% | +11.9% | +29.1% |
| 1Y | +43.1% | +65.1% | -21.9% | +17.1% |
| 3Y | +297.7% | +49.0% | +248.7% | +211.4% |
| All | +1,530.3% | +31.2% | +1,499.1% | +1,173.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 5y: compounded portfolio wealth divided by compounded FIVE 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…
5y analysis · Full analysis span regression · 6 months rolling