+728.6%
MOD vs ROIV
+270.3%
+458.3%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +6.2% | -0.5% | +4.7% |
| 7D | -25.5% | +5.3% | -30.9% | -26.3% |
| 30D | -49.0% | +11.9% | -60.9% | -50.0% |
| 3M | -49.8% | +10.7% | -60.5% | -51.0% |
| 6M | -64.8% | +34.9% | -99.7% | -66.7% |
| YTD | -27.6% | +79.2% | -106.8% | -34.7% |
| 1Y | -35.2% | +89.0% | -124.2% | -42.1% |
| 3Y | +137.1% | +337.3% | -200.2% | +88.4% |
| 5Y | +760.3% | +402.3% | +358.0% | +511.9% |
| All | +728.6% | +270.3% | +458.3% | +491.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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