+1,530.3%
MOD vs RVTY
-30.5%
+1,560.9%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.3% | +4.6% | +4.4% |
| 7D | +9.6% | +1.1% | +8.5% | +9.1% |
| 30D | 0.0% | +13.2% | -13.2% | -4.9% |
| 3M | -35.4% | +27.2% | -62.6% | -41.8% |
| 6M | -7.3% | +32.4% | -39.7% | -18.3% |
| YTD | +45.8% | +34.9% | +10.9% | +26.2% |
| 1Y | +43.1% | +52.4% | -9.2% | +18.2% |
| 3Y | +297.7% | +12.3% | +285.4% | +260.0% |
| All | +1,530.3% | -30.5% | +1,560.9% | +1,483.7% |
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