+4,524.1%
MU vs MOD
+822.6%
+3,701.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.4% |
| 7D | +21.6% | +16.1% | +5.5% | +15.4% |
| 30D | -16.2% | -38.5% | +22.3% | -0.7% |
| 3M | -12.4% | -46.8% | +34.5% | +8.9% |
| 6M | +4.2% | -61.6% | +65.8% | +46.9% |
| YTD | +180.0% | -20.5% | +200.5% | +208.3% |
| 1Y | +226.4% | -28.0% | +254.4% | +268.8% |
| 3Y | +969.7% | +134.9% | +834.8% | +713.1% |
| 5Y | +957.9% | +833.2% | +124.8% | +410.4% |
| All | +4,524.1% | +822.6% | +3,701.5% | +2,080.2% |
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