+713.8%
MOD vs RVTY
-10.3%
+724.1%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -5.4% | -1.9% | -5.1% |
| 7D | -34.2% | -9.0% | -25.1% | -31.4% |
| 30D | -51.9% | -1.6% | -50.3% | -51.4% |
| 3M | -53.0% | +31.2% | -84.2% | -57.9% |
| 6M | -66.4% | +63.6% | -129.9% | -72.8% |
| YTD | -31.5% | +56.3% | -87.8% | -44.2% |
| 1Y | -39.6% | +63.3% | -102.9% | -51.5% |
| 3Y | +116.8% | +72.4% | +44.4% | +66.2% |
| 5Y | +713.8% | -9.6% | +723.4% | +696.5% |
| All | +713.8% | -10.3% | +724.1% | +696.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling