+376.4%
NDAQ vs MOD
+1,642.7%
-1,266.3%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +4.3% | -6.2% | -2.2% |
| 7D | -2.4% | +9.6% | -12.0% | -3.2% |
| 30D | +2.5% | 0.0% | +2.4% | +2.3% |
| 3M | +9.9% | -35.4% | +45.3% | +13.3% |
| 6M | +9.4% | -7.3% | +16.7% | +8.4% |
| YTD | +0.4% | +45.8% | -45.4% | -5.3% |
| 1Y | +4.0% | +43.1% | -39.1% | -2.3% |
| 3Y | +94.4% | +297.7% | -203.3% | +59.0% |
| 5Y | +56.7% | +1,478.8% | -1,422.0% | +8.7% |
| All | +376.4% | +1,642.7% | -1,266.3% | +203.4% |
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