+966.8%
MOD vs TRU
+172.9%
+793.9%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +2.4% | +7.5% | +8.8% |
| 7D | -13.9% | +4.9% | -18.8% | -16.3% |
| 30D | -41.5% | +26.9% | -68.5% | -48.8% |
| 3M | -45.7% | +4.0% | -49.7% | -48.3% |
| 6M | -61.1% | +15.8% | -76.9% | -66.0% |
| YTD | -20.5% | -2.6% | -17.9% | -25.6% |
| 1Y | -32.1% | +3.9% | -36.0% | -38.6% |
| 3Y | +146.5% | +59.2% | +87.3% | +76.6% |
| 5Y | +812.7% | -25.7% | +838.4% | +845.1% |
| 10Y | +966.8% | +179.3% | +787.5% | +730.4% |
| All | +966.8% | +172.9% | +793.9% | +730.4% |
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