+852.0%
MOD vs TMF
-84.4%
+936.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +0.6% | -7.8% | -7.2% |
| 7D | -34.2% | +2.7% | -36.9% | -33.8% |
| 30D | -51.9% | +19.3% | -71.2% | -50.5% |
| 3M | -53.0% | -3.7% | -49.4% | -53.1% |
| 6M | -66.4% | -11.3% | -55.0% | -66.8% |
| YTD | -31.5% | -16.6% | -15.0% | -33.1% |
| 1Y | -39.6% | -21.1% | -18.4% | -41.5% |
| 3Y | +116.8% | -26.8% | +143.6% | +112.3% |
| 5Y | +713.8% | -88.0% | +801.8% | +412.2% |
| All | +852.0% | -84.4% | +936.4% | +725.3% |
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