+966.8%
MOD vs INDA
+104.1%
+862.8%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +1.0% | +8.9% | +9.0% |
| 7D | -13.9% | +6.1% | -20.0% | -18.7% |
| 30D | -41.5% | +11.7% | -53.2% | -47.4% |
| 3M | -45.7% | +2.1% | -47.8% | -47.0% |
| 6M | -61.1% | +3.2% | -64.3% | -62.3% |
| YTD | -20.5% | -4.9% | -15.6% | -17.2% |
| 1Y | -32.1% | -4.4% | -27.8% | -29.5% |
| 3Y | +146.5% | +17.6% | +128.9% | +119.0% |
| 5Y | +812.7% | +9.9% | +802.9% | +764.4% |
| 10Y | +966.8% | +102.7% | +864.1% | +689.0% |
| All | +966.8% | +104.1% | +862.8% | +689.0% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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