+1,397.6%
MUU vs MOD
-19.2%
+1,416.8%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +24.2% | +3.5% | +20.7% | +20.4% |
| 7D | -2.5% | +8.2% | -10.7% | -6.7% |
| 30D | -39.7% | -38.2% | -1.6% | +3.7% |
| 3M | -27.4% | -46.2% | +18.8% | +44.3% |
| 6M | -38.4% | -62.5% | +24.1% | +103.1% |
| YTD | +276.4% | -20.1% | +296.5% | +518.3% |
| 1Y | +390.7% | -29.7% | +420.4% | +797.8% |
| All | +1,397.6% | -19.2% | +1,416.8% | +2,015.2% |
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