+575.5%
MOD vs USFR
+28.5%
+547.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | 0.0% | -7.3% | -7.3% |
| 7D | -34.2% | +0.1% | -34.3% | -34.2% |
| 30D | -51.9% | +0.4% | -52.3% | -52.0% |
| 3M | -53.0% | +1.1% | -54.1% | -53.3% |
| 6M | -66.4% | +2.0% | -68.4% | -66.7% |
| YTD | -31.5% | +3.4% | -34.9% | -32.7% |
| 1Y | -39.6% | +4.1% | -43.6% | -40.8% |
| 3Y | +116.8% | +14.4% | +102.4% | +101.7% |
| 5Y | +713.8% | +21.3% | +692.5% | +635.1% |
| 10Y | +882.7% | +28.4% | +854.2% | +770.7% |
| All | +575.5% | +28.5% | +547.0% | +499.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling