+1,531.9%
MOD vs SNY
+64.5%
+1,467.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.1% | +5.5% | +5.6% |
| 7D | -2.8% | -3.3% | +0.6% | -2.0% |
| 30D | -5.1% | -2.2% | -3.0% | -4.7% |
| 3M | -30.3% | -3.0% | -27.2% | -30.0% |
| 6M | -5.6% | +2.7% | -8.4% | -6.7% |
| YTD | +41.8% | -6.8% | +48.6% | +43.3% |
| 1Y | +28.9% | -5.3% | +34.2% | +29.5% |
| 3Y | +304.1% | -9.8% | +313.9% | +300.3% |
| 5Y | +1,575.2% | +9.7% | +1,565.5% | +1,409.4% |
| All | +1,531.9% | +64.5% | +1,467.4% | +1,195.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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