+833.2%
MOD vs USFR
+21.4%
+811.8%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | +16.1% | +0.1% | +16.0% | +16.1% |
| 30D | -38.5% | +0.4% | -38.9% | -38.6% |
| 3M | -46.8% | +1.0% | -47.9% | -47.2% |
| 6M | -61.6% | +2.0% | -63.6% | -62.3% |
| YTD | -20.5% | +3.4% | -24.0% | -24.9% |
| 1Y | -28.0% | +4.1% | -32.1% | -33.3% |
| 3Y | +134.9% | +14.4% | +120.5% | +59.0% |
| 5Y | +833.2% | +21.4% | +811.8% | +263.8% |
| All | +833.2% | +21.4% | +811.8% | +263.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling