+906.4%
MOD vs SFM
+138.2%
+768.1%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -4.8% | +10.6% | +6.4% |
| 7D | -25.5% | -1.2% | -24.3% | -25.7% |
| 30D | -49.0% | -24.8% | -24.2% | -47.4% |
| 3M | -49.8% | -43.7% | -6.1% | -46.0% |
| 6M | -64.8% | -37.3% | -27.5% | -63.1% |
| YTD | -27.6% | -38.4% | +10.7% | -24.6% |
| 1Y | -35.2% | -36.9% | +1.7% | -32.9% |
| 3Y | +137.1% | +20.7% | +116.5% | +121.1% |
| 5Y | +760.3% | +103.5% | +656.8% | +638.6% |
| All | +906.4% | +138.2% | +768.1% | +724.9% |
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