+713.8%
MOD vs S
-69.2%
+783.0%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -8.8% | +1.5% | -5.9% |
| 7D | -34.2% | -16.7% | -17.5% | -32.3% |
| 30D | -51.9% | -17.0% | -34.9% | -50.5% |
| 3M | -53.0% | +2.0% | -55.0% | -53.5% |
| 6M | -66.4% | +35.1% | -101.4% | -68.5% |
| YTD | -31.5% | +42.8% | -74.3% | -37.4% |
| 1Y | -39.6% | +27.7% | -67.3% | -43.6% |
| 3Y | +116.8% | +33.0% | +83.9% | +104.1% |
| 5Y | +713.8% | -68.0% | +781.8% | +726.1% |
| All | +713.8% | -69.2% | +783.0% | +726.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling