+1,520.5%
MOD vs TRI
+190.0%
+1,330.5%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -6.5% | +5.3% | 0.0% |
| 7D | +6.3% | -7.1% | +13.4% | +7.6% |
| 30D | -1.7% | -2.3% | +0.7% | -1.6% |
| 3M | -30.1% | +19.6% | -49.7% | -34.7% |
| 6M | +2.7% | -8.7% | +11.4% | +3.7% |
| YTD | +44.1% | -22.3% | +66.3% | +54.0% |
| 1Y | +38.7% | -40.7% | +79.4% | +69.6% |
| 3Y | +309.8% | -17.8% | +327.5% | +313.4% |
| 5Y | +1,569.7% | -8.5% | +1,578.2% | +1,459.3% |
| 10Y | +1,520.5% | +192.6% | +1,327.9% | +865.8% |
| All | +1,520.5% | +190.0% | +1,330.5% | +865.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 TRI 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