+753.4%
MOD vs FIVE
+14.2%
+739.3%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.4% | +6.1% | +5.8% |
| 7D | -25.5% | -0.3% | -25.3% | -25.9% |
| 30D | -49.0% | +17.7% | -66.7% | -52.3% |
| 3M | -49.8% | +4.0% | -53.8% | -51.3% |
| 6M | -64.8% | +2.6% | -67.4% | -66.0% |
| YTD | -27.6% | +27.6% | -55.2% | -35.7% |
| 1Y | -35.2% | +59.9% | -95.1% | -47.0% |
| 3Y | +137.1% | +35.8% | +101.4% | +90.4% |
| All | +753.4% | +14.2% | +739.3% | +576.8% |
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