+702.5%
MOD vs RSG
+2,015.2%
-1,312.7%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.1% | +5.4% | +4.8% |
| 7D | +9.6% | +0.3% | +9.3% | +9.4% |
| 30D | 0.0% | +7.6% | -7.6% | -3.3% |
| 3M | -35.4% | +7.4% | -42.8% | -38.2% |
| 6M | -7.3% | -3.3% | -4.0% | -7.8% |
| YTD | +45.8% | +6.0% | +39.8% | +38.7% |
| 1Y | +43.1% | -3.7% | +46.8% | +41.8% |
| 3Y | +297.7% | +59.1% | +238.6% | +206.7% |
| 5Y | +1,478.8% | +89.0% | +1,389.7% | +1,011.3% |
| 10Y | +1,633.4% | +412.5% | +1,220.9% | +687.4% |
| All | +702.5% | +2,015.2% | -1,312.7% | +135.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling