+906.4%
MOD vs TMF
-84.4%
+990.8%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.2% | +5.9% | +5.7% |
| 7D | -25.5% | +1.2% | -26.8% | -25.3% |
| 30D | -49.0% | +19.7% | -68.7% | -47.5% |
| 3M | -49.8% | -2.1% | -47.7% | -49.7% |
| 6M | -64.8% | -13.4% | -51.3% | -65.4% |
| YTD | -27.6% | -16.7% | -10.9% | -29.3% |
| 1Y | -35.2% | -23.3% | -11.9% | -37.6% |
| 3Y | +137.1% | -24.8% | +162.0% | +133.5% |
| 5Y | +760.3% | -88.0% | +848.3% | +441.3% |
| All | +906.4% | -84.4% | +990.8% | +772.3% |
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