+3,773.6%
MU vs MOD
+857.0%
+2,916.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.5% | -7.3% | -10.2% | -14.9% |
| 7D | -29.7% | -34.2% | +4.4% | -18.7% |
| 30D | -37.2% | -51.9% | +14.7% | -18.9% |
| 3M | -26.5% | -53.0% | +26.5% | -4.7% |
| 6M | +2.6% | -66.4% | +68.9% | +51.7% |
| YTD | +130.1% | -31.5% | +161.7% | +167.1% |
| 1Y | +176.7% | -39.6% | +216.2% | +232.0% |
| 3Y | +813.1% | +116.8% | +696.3% | +617.6% |
| 5Y | +822.0% | +713.8% | +108.2% | +367.7% |
| All | +3,773.6% | +857.0% | +2,916.6% | +1,870.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 MOD 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