+906.4%
MOD vs SM
+8.2%
+898.2%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.0% | +4.7% | +5.5% |
| 7D | -25.5% | -25.9% | +0.4% | -20.2% |
| 30D | -49.0% | -15.1% | -33.9% | -47.0% |
| 3M | -49.8% | +4.9% | -54.7% | -50.5% |
| 6M | -64.8% | +6.1% | -70.9% | -65.8% |
| YTD | -27.6% | +63.4% | -91.1% | -37.2% |
| 1Y | -35.2% | +72.5% | -107.7% | -44.6% |
| 3Y | +137.1% | -16.9% | +154.0% | +134.6% |
| 5Y | +760.3% | -10.6% | +770.9% | +696.9% |
| All | +906.4% | +8.2% | +898.2% | +443.7% |
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