+906.4%
MOD vs WY
+4.8%
+901.6%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -3.0% | +8.7% | +7.4% |
| 7D | -25.5% | +3.1% | -28.6% | -27.9% |
| 30D | -49.0% | +13.0% | -62.0% | -53.7% |
| 3M | -49.8% | -16.8% | -33.0% | -45.5% |
| 6M | -64.8% | -11.2% | -53.6% | -63.6% |
| YTD | -27.6% | -9.1% | -18.6% | -26.5% |
| 1Y | -35.2% | -4.8% | -30.4% | -36.3% |
| 3Y | +137.1% | -25.3% | +162.4% | +163.7% |
| 5Y | +760.3% | -33.2% | +793.5% | +919.6% |
| All | +906.4% | +4.8% | +901.6% | +879.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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