+810.7%
MOD vs SM
+18.2%
+792.6%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.2% | -5.7% | -1.6% |
| 7D | +16.1% | +10.6% | +5.5% | +13.5% |
| 30D | -38.5% | -15.0% | -23.5% | -36.2% |
| 3M | -46.8% | +1.7% | -48.5% | -47.2% |
| 6M | -61.6% | +5.9% | -67.5% | -62.7% |
| YTD | -20.5% | +79.0% | -99.5% | -32.4% |
| 1Y | -28.0% | +84.7% | -112.7% | -39.4% |
| 3Y | +134.9% | -3.5% | +138.4% | +125.1% |
| 5Y | +833.2% | +4.9% | +828.2% | +735.8% |
| All | +810.7% | +18.2% | +792.6% | +373.5% |
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