+287.2%
MOD vs RSG
+2,252.1%
-1,965.0%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.0% | +6.7% | +6.2% |
| 7D | -25.5% | +1.2% | -26.7% | -26.1% |
| 30D | -49.0% | +14.2% | -63.2% | -52.4% |
| 3M | -49.8% | +18.2% | -68.0% | -54.0% |
| 6M | -64.8% | +24.4% | -89.1% | -68.9% |
| YTD | -27.6% | +17.9% | -45.5% | -35.1% |
| 1Y | -35.2% | +22.3% | -57.5% | -43.0% |
| 3Y | +137.1% | +65.1% | +72.0% | +78.3% |
| 5Y | +760.3% | +97.9% | +662.4% | +488.3% |
| 10Y | +938.8% | +464.6% | +474.2% | +346.4% |
| All | +287.2% | +2,252.1% | -1,965.0% | +7.1% |
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