+482.3%
MOD vs S
-52.7%
+535.0%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.6% | +4.1% | +5.5% |
| 7D | -25.5% | -13.4% | -12.1% | -24.0% |
| 30D | -49.0% | -14.0% | -35.0% | -48.0% |
| 3M | -49.8% | +4.9% | -54.7% | -50.5% |
| 6M | -64.8% | +42.0% | -106.8% | -67.0% |
| YTD | -27.6% | +45.1% | -72.8% | -33.3% |
| 1Y | -35.2% | +33.1% | -68.3% | -39.5% |
| 3Y | +137.1% | +40.6% | +96.5% | +124.2% |
| 5Y | +760.3% | -67.5% | +827.7% | +735.3% |
| All | +482.3% | -52.7% | +535.0% | +456.4% |
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