+1,082.7%
MOD vs TRU
-26.5%
+1,109.2%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -21.7% |
| 3M | -33.3% | +0.2% | -33.6% | -34.9% |
| 6M | -51.4% | +22.4% | -73.8% | -57.9% |
| YTD | +1.6% | -4.8% | +6.4% | -2.4% |
| 1Y | +5.4% | -0.2% | +5.6% | -1.2% |
| 3Y | +191.0% | +57.9% | +133.1% | +124.1% |
| All | +1,082.7% | -26.5% | +1,109.2% | +1,219.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling