+479.7%
NDAQ vs MOD
+915.9%
-436.2%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.5% | -3.8% | -0.6% |
| 7D | 0.0% | +8.2% | -8.2% | -0.7% |
| 30D | +16.3% | -38.2% | +54.5% | +20.2% |
| 3M | +15.8% | -46.2% | +62.0% | +20.8% |
| 6M | +24.8% | -62.5% | +87.4% | +33.2% |
| YTD | +14.1% | -20.1% | +34.2% | +12.1% |
| 1Y | +26.5% | -29.7% | +56.2% | +25.5% |
| 3Y | +119.1% | +136.2% | -17.1% | +85.4% |
| 5Y | +70.9% | +820.4% | -749.4% | +22.4% |
| 10Y | +479.7% | +839.8% | -360.1% | +282.8% |
| All | +479.7% | +915.9% | -436.2% | +282.8% |
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