+1,604.6%
MOD vs RVTY
+150.6%
+1,453.9%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.3% | +4.6% | +4.5% |
| 7D | +9.6% | +1.1% | +8.5% | +8.9% |
| 30D | 0.0% | +13.2% | -13.2% | -6.0% |
| 3M | -35.4% | +27.2% | -62.6% | -43.1% |
| 6M | -7.3% | +32.4% | -39.7% | -20.3% |
| YTD | +45.8% | +34.9% | +10.9% | +22.6% |
| 1Y | +43.1% | +52.4% | -9.2% | +13.3% |
| 3Y | +297.7% | +12.3% | +285.4% | +251.9% |
| 5Y | +1,478.8% | -30.8% | +1,509.6% | +1,645.9% |
| All | +1,604.6% | +150.6% | +1,453.9% | +614.4% |
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