+2,844.9%
MOD vs FIVE
+868.1%
+1,976.8%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +5.1% | -0.8% | +2.6% |
| 7D | +9.6% | +4.3% | +5.3% | +8.0% |
| 30D | 0.0% | +12.5% | -12.5% | -4.2% |
| 3M | -35.4% | +31.2% | -66.6% | -41.4% |
| 6M | -7.3% | +14.4% | -21.6% | -12.7% |
| YTD | +45.8% | +33.9% | +11.9% | +30.2% |
| 1Y | +43.1% | +65.1% | -21.9% | +18.8% |
| 3Y | +297.7% | +49.0% | +248.7% | +216.3% |
| 5Y | +1,478.8% | +30.3% | +1,448.5% | +1,163.5% |
| 10Y | +1,633.4% | +481.1% | +1,152.3% | +759.1% |
| All | +2,844.9% | +868.1% | +1,976.8% | +1,146.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling