+1,604.6%
MOD vs SFM
+256.7%
+1,347.8%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.9% | +1.4% | +3.9% |
| 7D | +9.6% | -0.1% | +9.7% | +9.6% |
| 30D | 0.0% | -4.4% | +4.4% | +0.5% |
| 3M | -35.4% | +1.5% | -36.9% | -35.9% |
| 6M | -7.3% | +6.5% | -13.7% | -9.7% |
| YTD | +45.8% | +2.2% | +43.6% | +42.7% |
| 1Y | +43.1% | -41.9% | +85.0% | +54.0% |
| 3Y | +297.7% | +106.8% | +190.9% | +249.4% |
| 5Y | +1,478.8% | +231.6% | +1,247.2% | +1,194.1% |
| All | +1,604.6% | +256.7% | +1,347.8% | +1,213.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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