+852.0%
MOD vs M
+0.4%
+851.5%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -5.9% | -1.4% | -5.3% |
| 7D | -34.2% | -2.1% | -32.0% | -34.2% |
| 30D | -51.9% | +7.7% | -59.6% | -53.6% |
| 3M | -53.0% | -4.4% | -48.7% | -53.0% |
| 6M | -66.4% | +27.5% | -93.9% | -69.8% |
| YTD | -31.5% | +12.8% | -44.3% | -36.1% |
| 1Y | -39.6% | +20.7% | -60.3% | -44.9% |
| 3Y | +116.8% | +111.3% | +5.5% | +53.3% |
| 5Y | +713.8% | -6.3% | +720.1% | +605.2% |
| All | +852.0% | +0.4% | +851.5% | +488.9% |
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