+78.2%
O vs MOD
+1,005.7%
-927.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +9.9% | -9.1% | 0.0% |
| 7D | +3.3% | -13.9% | +17.3% | +4.2% |
| 30D | +10.3% | -41.5% | +51.9% | +14.6% |
| 3M | -3.5% | -45.7% | +42.3% | +0.6% |
| 6M | -1.3% | -61.1% | +59.8% | +5.0% |
| YTD | +10.3% | -20.5% | +30.8% | +8.9% |
| 1Y | +10.4% | -32.1% | +42.5% | +10.1% |
| 3Y | +40.0% | +146.5% | -106.5% | +13.0% |
| 5Y | +12.4% | +812.7% | -800.4% | -27.7% |
| 10Y | +78.2% | +966.8% | -888.6% | -2.9% |
| All | +78.2% | +1,005.7% | -927.5% | -2.9% |
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