+488.5%
NDAQ vs MOD
+1,079.7%
-591.2%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +27.9% | -28.0% | -2.3% |
| 7D | +1.3% | +40.4% | -39.2% | -1.6% |
| 30D | +18.0% | -14.0% | +32.0% | +18.5% |
| 3M | +11.5% | -33.3% | +44.9% | +14.2% |
| 6M | +21.1% | -51.4% | +72.5% | +26.3% |
| YTD | +12.8% | +1.6% | +11.2% | +8.6% |
| 1Y | +25.7% | +5.4% | +20.3% | +20.2% |
| 3Y | +116.8% | +191.0% | -74.2% | +80.1% |
| 5Y | +67.3% | +1,093.1% | -1,025.9% | +16.9% |
| All | +488.5% | +1,079.7% | -591.2% | +280.5% |
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