+1,530.3%
MOD vs TRU
-33.8%
+1,564.1%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -5.9% | +10.2% | +6.8% |
| 7D | +9.6% | -6.8% | +16.3% | +12.6% |
| 30D | 0.0% | 0.0% | 0.0% | -0.5% |
| 3M | -35.4% | +13.3% | -48.7% | -40.8% |
| 6M | -7.3% | +3.4% | -10.7% | -12.1% |
| YTD | +45.8% | -6.4% | +52.2% | +43.4% |
| 1Y | +43.1% | -9.7% | +52.8% | +42.3% |
| 3Y | +297.7% | +0.1% | +297.5% | +275.6% |
| All | +1,530.3% | -33.8% | +1,564.1% | +1,846.5% |
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