+966.8%
MOD vs M
+3.7%
+963.1%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +8.1% | +1.8% | +7.1% |
| 7D | -13.9% | +2.5% | -16.5% | -15.4% |
| 30D | -41.5% | +10.1% | -51.6% | -44.1% |
| 3M | -45.7% | -0.9% | -44.8% | -46.3% |
| 6M | -61.1% | +30.2% | -91.3% | -65.4% |
| YTD | -20.5% | +16.3% | -36.8% | -26.6% |
| 1Y | -32.1% | +27.0% | -59.1% | -39.2% |
| 3Y | +146.5% | +154.5% | -8.0% | +63.7% |
| 5Y | +812.7% | -1.1% | +813.8% | +676.4% |
| 10Y | +966.8% | +0.5% | +966.3% | +561.9% |
| All | +966.8% | +3.7% | +963.1% | +561.9% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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