+1,604.6%
MOD vs TMF
-86.8%
+1,691.3%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.4% | +3.9% | +4.4% |
| 7D | +9.6% | -1.4% | +11.0% | +9.4% |
| 30D | 0.0% | -2.8% | +2.9% | -0.3% |
| 3M | -35.4% | -10.9% | -24.5% | -36.4% |
| 6M | -7.3% | -21.3% | +14.0% | -10.6% |
| YTD | +45.8% | -15.9% | +61.7% | +42.1% |
| 1Y | +43.1% | -15.7% | +58.9% | +39.7% |
| 3Y | +297.7% | -43.4% | +341.0% | +268.0% |
| 5Y | +1,478.8% | -87.8% | +1,566.5% | +906.9% |
| All | +1,604.6% | -86.8% | +1,691.3% | +1,333.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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