+839.8%
MOD vs INDA
+112.6%
+727.3%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.3% | +3.7% | +3.7% |
| 7D | +8.2% | +3.1% | +5.1% | +5.5% |
| 30D | -38.2% | +11.3% | -49.4% | -44.3% |
| 3M | -46.2% | +3.0% | -49.2% | -48.0% |
| 6M | -62.5% | +6.5% | -69.1% | -64.7% |
| YTD | -20.1% | -4.6% | -15.6% | -17.0% |
| 1Y | -29.7% | -5.8% | -23.9% | -25.9% |
| 3Y | +136.2% | +16.8% | +119.4% | +110.3% |
| 5Y | +820.4% | +10.4% | +810.0% | +766.4% |
| 10Y | +839.8% | +116.8% | +723.0% | +555.0% |
| All | +839.8% | +112.6% | +727.3% | +555.0% |
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