+966.8%
MOD vs USFR
+28.5%
+938.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | 0.0% | +9.9% | +9.9% |
| 7D | -13.9% | +0.1% | -14.0% | -13.9% |
| 30D | -41.5% | +0.4% | -41.9% | -41.6% |
| 3M | -45.7% | +1.1% | -46.8% | -45.8% |
| 6M | -61.1% | +2.0% | -63.1% | -61.3% |
| YTD | -20.5% | +3.4% | -23.9% | -21.5% |
| 1Y | -32.1% | +4.1% | -36.2% | -33.2% |
| 3Y | +146.5% | +14.3% | +132.1% | +131.6% |
| 5Y | +812.7% | +21.3% | +791.4% | +737.7% |
| 10Y | +966.8% | +28.5% | +938.4% | +934.9% |
| All | +966.8% | +28.5% | +938.4% | +934.9% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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