+906.4%
MOD vs USFR
+28.5%
+877.9%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | 0.0% | +5.7% | +5.7% |
| 7D | -25.5% | +0.1% | -25.6% | -25.6% |
| 30D | -49.0% | +0.4% | -49.4% | -49.0% |
| 3M | -49.8% | +1.1% | -50.9% | -49.9% |
| 6M | -64.8% | +2.1% | -66.8% | -65.0% |
| YTD | -27.6% | +3.4% | -31.0% | -28.5% |
| 1Y | -35.2% | +4.1% | -39.3% | -36.2% |
| 3Y | +137.1% | +14.4% | +122.7% | +123.0% |
| 5Y | +760.3% | +21.3% | +738.9% | +690.6% |
| All | +906.4% | +28.5% | +877.9% | +879.5% |
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