+717.7%
MOD vs S
-51.7%
+769.5%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +27.9% | -0.4% | +28.3% | +27.9% |
| 7D | +40.4% | +2.0% | +38.4% | +40.1% |
| 30D | -14.0% | -2.7% | -11.3% | -13.7% |
| 3M | -33.3% | -6.9% | -26.5% | -33.0% |
| 6M | -51.4% | +38.1% | -89.5% | -54.3% |
| YTD | +1.6% | +48.0% | -46.4% | -6.6% |
| 1Y | +5.4% | +34.5% | -29.1% | -1.8% |
| 3Y | +191.0% | +38.3% | +152.7% | +175.1% |
| 5Y | +1,093.1% | -70.9% | +1,164.0% | +1,054.1% |
| All | +717.7% | -51.7% | +769.5% | +679.3% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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