+469.3%
NDAQ vs MOD
+1,005.7%
-536.5%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +9.9% | -8.6% | +0.5% |
| 7D | -0.1% | -13.9% | +13.8% | +0.7% |
| 30D | +15.9% | -41.5% | +57.4% | +20.3% |
| 3M | +15.1% | -45.7% | +60.8% | +20.0% |
| 6M | +22.9% | -61.1% | +84.0% | +30.6% |
| YTD | +12.8% | -20.5% | +33.3% | +11.0% |
| 1Y | +26.0% | -32.1% | +58.1% | +25.4% |
| 3Y | +119.7% | +146.5% | -26.8% | +85.3% |
| 5Y | +65.4% | +812.7% | -747.3% | +18.8% |
| 10Y | +469.3% | +966.8% | -497.6% | +283.1% |
| All | +469.3% | +1,005.7% | -536.5% | +283.1% |
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