+966.8%
MOD vs TRI
+225.4%
+741.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -3.8% | +13.7% | +10.3% |
| 7D | -13.9% | -11.4% | -2.5% | -12.9% |
| 30D | -41.5% | +4.9% | -46.5% | -42.7% |
| 3M | -45.7% | +7.0% | -52.8% | -47.3% |
| 6M | -61.1% | +18.2% | -79.3% | -63.9% |
| YTD | -20.5% | -14.8% | -5.7% | -17.4% |
| 1Y | -32.1% | -18.0% | -14.2% | -28.2% |
| 3Y | +146.5% | -12.0% | +158.4% | +144.5% |
| 5Y | +812.7% | -0.8% | +813.6% | +733.3% |
| 10Y | +966.8% | +220.1% | +746.7% | +683.1% |
| All | +966.8% | +225.4% | +741.4% | +683.1% |
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