+790.4%
MOD vs TRU
+243.5%
+546.9%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.1% | +7.8% | +6.6% |
| 7D | -25.5% | +5.7% | -31.3% | -28.0% |
| 30D | -49.0% | +29.2% | -78.2% | -55.8% |
| 3M | -49.8% | +2.7% | -52.5% | -51.9% |
| 6M | -64.8% | +15.2% | -80.0% | -69.2% |
| YTD | -27.6% | -4.9% | -22.8% | -31.6% |
| 1Y | -35.2% | +3.4% | -38.6% | -41.4% |
| 3Y | +137.1% | +63.2% | +74.0% | +68.6% |
| 5Y | +760.3% | -26.6% | +786.9% | +785.9% |
| 10Y | +938.8% | +172.8% | +766.0% | +514.9% |
| All | +790.4% | +243.5% | +546.9% | +414.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling