+1,064.5%
MOD vs TRU
+183.1%
+881.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +27.9% | +0.1% | +27.7% | +27.8% |
| 7D | +40.4% | 0.0% | +40.4% | +40.5% |
| 30D | -14.0% | +21.3% | -35.3% | -23.1% |
| 3M | -33.3% | +0.2% | -33.6% | -35.4% |
| 6M | -51.4% | +22.4% | -73.8% | -58.8% |
| YTD | +1.6% | -4.8% | +6.4% | -3.9% |
| 1Y | +5.4% | -0.2% | +5.6% | -2.8% |
| 3Y | +191.0% | +57.9% | +133.1% | +108.7% |
| 5Y | +1,093.1% | -26.1% | +1,119.3% | +1,137.5% |
| All | +1,064.5% | +183.1% | +881.4% | +725.7% |
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