+1,064.5%
MOD vs RVTY
+211.6%
+852.9%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +27.9% | -1.7% | +29.5% | +28.7% |
| 7D | +40.4% | -0.5% | +40.9% | +40.6% |
| 30D | -14.0% | +1.5% | -15.5% | -14.4% |
| 3M | -33.3% | +31.5% | -64.8% | -41.7% |
| 6M | -51.4% | +62.7% | -114.1% | -62.1% |
| YTD | +1.6% | +60.0% | -58.4% | -21.2% |
| 1Y | +5.4% | +65.7% | -60.3% | -19.5% |
| 3Y | +191.0% | +85.2% | +105.8% | +101.9% |
| 5Y | +1,093.1% | -14.9% | +1,108.0% | +1,092.6% |
| All | +1,064.5% | +211.6% | +852.9% | +315.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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