+1,445.3%
MOD vs NYT
+487.2%
+958.2%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | 0.0% | -3.6% | -3.6% |
| 7D | -3.9% | -0.7% | -3.2% | -3.7% |
| 30D | -9.6% | +4.5% | -14.1% | -10.9% |
| 3M | -30.6% | -8.5% | -22.0% | -29.6% |
| 6M | -10.9% | -15.1% | +4.1% | -7.7% |
| YTD | +34.3% | -3.3% | +37.6% | +32.3% |
| 1Y | +18.3% | +17.0% | +1.3% | +8.2% |
| 3Y | +281.9% | +55.7% | +226.2% | +208.0% |
| 5Y | +1,486.4% | +38.9% | +1,447.5% | +1,191.2% |
| All | +1,445.3% | +487.2% | +958.2% | +620.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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