+886.3%
MOD vs SM
+4.2%
+882.1%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.4% | -4.3% | -3.2% |
| 7D | -17.8% | -19.5% | +1.7% | -13.5% |
| 30D | -43.2% | -20.2% | -23.0% | -40.3% |
| 3M | -46.0% | -6.5% | -39.5% | -45.4% |
| 6M | -62.2% | +1.6% | -63.8% | -63.0% |
| YTD | -22.8% | +61.2% | -84.0% | -32.9% |
| 1Y | -35.5% | +65.4% | -100.8% | -44.4% |
| 3Y | +128.2% | -13.0% | +141.3% | +123.7% |
| 5Y | +791.6% | -4.3% | +795.9% | +714.9% |
| 10Y | +886.3% | +3.0% | +883.3% | +422.2% |
| All | +886.3% | +4.2% | +882.1% | +422.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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