+886.3%
MOD vs USFR
+28.5%
+857.8%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | 0.0% | -2.9% | -2.9% |
| 7D | -17.8% | +0.1% | -17.9% | -17.8% |
| 30D | -43.2% | +0.4% | -43.6% | -43.3% |
| 3M | -46.0% | +1.1% | -47.1% | -46.2% |
| 6M | -62.2% | +2.1% | -64.3% | -62.5% |
| YTD | -22.8% | +3.4% | -26.2% | -23.8% |
| 1Y | -35.5% | +4.1% | -39.6% | -36.5% |
| 3Y | +128.2% | +14.4% | +113.8% | +114.2% |
| 5Y | +791.6% | +21.4% | +770.2% | +717.5% |
| 10Y | +886.3% | +28.5% | +857.8% | +855.9% |
| All | +886.3% | +28.5% | +857.8% | +855.9% |
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