+886.3%
MOD vs RSG
+449.6%
+436.8%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.3% | -3.2% | -3.1% |
| 7D | -17.8% | +2.0% | -19.8% | -18.8% |
| 30D | -43.2% | +14.2% | -57.4% | -47.4% |
| 3M | -46.0% | +15.8% | -61.8% | -50.5% |
| 6M | -62.2% | +24.6% | -86.8% | -67.5% |
| YTD | -22.8% | +18.2% | -41.0% | -32.2% |
| 1Y | -35.5% | +22.8% | -58.2% | -44.8% |
| 3Y | +128.2% | +62.4% | +65.9% | +53.7% |
| 5Y | +791.6% | +96.0% | +695.6% | +408.0% |
| 10Y | +886.3% | +448.5% | +437.8% | +146.9% |
| All | +886.3% | +449.6% | +436.8% | +146.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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