+543.0%
MOD vs S
-48.3%
+591.3%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.5% | +2.0% | +3.3% |
| 7D | +8.2% | +1.2% | +7.0% | +8.1% |
| 30D | -38.2% | -7.3% | -30.8% | -37.6% |
| 3M | -46.2% | +5.9% | -52.1% | -47.0% |
| 6M | -62.5% | +45.6% | -108.2% | -65.0% |
| YTD | -20.1% | +58.5% | -78.6% | -27.2% |
| 1Y | -29.7% | +37.6% | -67.3% | -34.5% |
| 3Y | +136.2% | +51.7% | +84.5% | +120.8% |
| 5Y | +820.4% | -67.5% | +887.9% | +782.0% |
| All | +543.0% | -48.3% | +591.3% | +506.9% |
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