+1,530.3%
MOD vs RSG
+89.4%
+1,440.9%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.1% | +5.4% | +4.4% |
| 7D | +9.6% | +0.3% | +9.3% | +9.5% |
| 30D | 0.0% | +7.6% | -7.6% | -0.9% |
| 3M | -35.4% | +7.4% | -42.8% | -36.5% |
| 6M | -7.3% | -3.3% | -4.0% | -6.3% |
| YTD | +45.8% | +6.0% | +39.8% | +42.5% |
| 1Y | +43.1% | -3.7% | +46.8% | +44.7% |
| 3Y | +297.7% | +59.1% | +238.6% | +217.1% |
| All | +1,530.3% | +89.4% | +1,440.9% | +1,162.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling