+753.4%
MOD vs RVTY
-7.4%
+760.9%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.8% | +2.9% | +4.6% |
| 7D | -25.5% | -1.2% | -24.3% | -24.9% |
| 30D | -49.0% | +1.0% | -50.0% | -49.0% |
| 3M | -49.8% | +35.8% | -85.7% | -55.6% |
| 6M | -64.8% | +56.7% | -121.5% | -70.9% |
| YTD | -27.6% | +60.7% | -88.4% | -41.6% |
| 1Y | -35.2% | +73.7% | -108.9% | -49.2% |
| 3Y | +137.1% | +82.8% | +54.4% | +77.7% |
| All | +753.4% | -7.4% | +760.9% | +718.5% |
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