+1,535.8%
MOD vs USFR
+28.0%
+1,507.8%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | 0.0% | +4.3% | +4.3% |
| 7D | +9.6% | +0.1% | +9.5% | +9.6% |
| 30D | 0.0% | +0.3% | -0.3% | -0.1% |
| 3M | -35.4% | +1.0% | -36.4% | -35.6% |
| 6M | -7.3% | +1.9% | -9.2% | -8.0% |
| YTD | +45.8% | +2.6% | +43.2% | +44.0% |
| 1Y | +43.1% | +4.0% | +39.1% | +40.2% |
| 3Y | +297.7% | +14.1% | +283.6% | +270.5% |
| 5Y | +1,478.8% | +20.4% | +1,458.3% | +1,337.7% |
| All | +1,535.8% | +28.0% | +1,507.8% | +1,390.8% |
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