+839.8%
MOD vs TAP
-47.8%
+887.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.7% | +4.2% | +3.8% |
| 7D | +8.2% | -8.0% | +16.2% | +11.5% |
| 30D | -38.2% | +4.1% | -42.2% | -40.0% |
| 3M | -46.2% | -4.4% | -41.9% | -46.3% |
| 6M | -62.5% | -1.9% | -60.6% | -63.6% |
| YTD | -20.1% | -12.1% | -8.0% | -19.3% |
| 1Y | -29.7% | -12.0% | -17.6% | -29.4% |
| 3Y | +136.2% | -25.0% | +161.2% | +145.5% |
| 5Y | +820.4% | -1.1% | +821.4% | +691.9% |
| 10Y | +839.8% | -47.6% | +887.5% | +780.7% |
| All | +839.8% | -47.8% | +887.7% | +780.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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