+1,064.5%
MOD vs USFR
+28.6%
+1,035.9%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +27.9% | 0.0% | +27.8% | +27.9% |
| 7D | +40.4% | +0.1% | +40.4% | +40.4% |
| 30D | -14.0% | +0.4% | -14.4% | -14.1% |
| 3M | -33.3% | +1.1% | -34.4% | -33.5% |
| 6M | -51.4% | +2.0% | -53.4% | -51.7% |
| YTD | +1.6% | +3.5% | -1.9% | +0.2% |
| 1Y | +5.4% | +4.1% | +1.3% | +3.6% |
| 3Y | +191.0% | +14.4% | +176.6% | +172.6% |
| 5Y | +1,093.1% | +21.4% | +1,071.7% | +990.7% |
| All | +1,064.5% | +28.6% | +1,035.9% | +1,015.5% |
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