+1,449.6%
NET vs MOD
+1,570.9%
-121.3%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +4.3% | -6.3% | -2.7% |
| 7D | -7.0% | +9.6% | -16.6% | -8.6% |
| 30D | -4.8% | 0.0% | -4.8% | -4.9% |
| 3M | +3.8% | -35.4% | +39.2% | +11.3% |
| 6M | +50.0% | -7.3% | +57.3% | +48.6% |
| YTD | +41.5% | +45.8% | -4.3% | +27.1% |
| 1Y | +32.8% | +43.1% | -10.3% | +18.8% |
| 3Y | +335.9% | +297.7% | +38.2% | +214.3% |
| 5Y | +113.8% | +1,478.8% | -1,364.9% | +25.4% |
| All | +1,449.6% | +1,570.9% | -121.3% | +851.9% |
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