+810.7%
MOD vs TRU
+182.8%
+628.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | 0.0% |
| 7D | +16.1% | -2.2% | +18.3% | +17.3% |
| 30D | -38.5% | +20.2% | -58.7% | -44.8% |
| 3M | -46.8% | +2.2% | -49.1% | -49.0% |
| 6M | -61.6% | +17.6% | -79.2% | -66.8% |
| YTD | -20.5% | -5.0% | -15.6% | -24.8% |
| 1Y | -28.0% | -1.0% | -27.1% | -33.3% |
| 3Y | +134.9% | +56.5% | +78.4% | +69.2% |
| 5Y | +833.2% | -26.2% | +859.4% | +868.3% |
| All | +810.7% | +182.8% | +628.0% | +546.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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