+1,082.7%
MOD vs RVTY
-15.1%
+1,097.8%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +27.9% | -1.7% | +29.5% | +28.5% |
| 7D | +40.4% | -0.5% | +40.9% | +40.6% |
| 30D | -14.0% | +1.5% | -15.5% | -14.2% |
| 3M | -33.3% | +31.5% | -64.8% | -40.3% |
| 6M | -51.4% | +62.7% | -114.1% | -60.5% |
| YTD | +1.6% | +60.0% | -58.4% | -18.0% |
| 1Y | +5.4% | +65.7% | -60.3% | -16.0% |
| 3Y | +191.0% | +85.2% | +105.8% | +116.4% |
| All | +1,082.7% | -15.1% | +1,097.8% | +1,004.9% |
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 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