+1,064.5%
MOD vs RSG
+452.6%
+611.9%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +27.9% | 0.0% | +27.9% | +27.9% |
| 7D | +40.4% | +2.5% | +37.9% | +38.9% |
| 30D | -14.0% | +12.7% | -26.7% | -19.5% |
| 3M | -33.3% | +17.9% | -51.3% | -39.3% |
| 6M | -51.4% | +25.0% | -76.4% | -58.0% |
| YTD | +1.6% | +20.8% | -19.2% | -11.5% |
| 1Y | +5.4% | +24.3% | -18.9% | -10.1% |
| 3Y | +191.0% | +65.3% | +125.7% | +95.1% |
| 5Y | +1,093.1% | +99.1% | +994.1% | +579.4% |
| All | +1,064.5% | +452.6% | +611.9% | +234.3% |
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