+51.4%
O vs MOD
+1,642.7%
-1,591.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.3% | -5.1% | -1.2% |
| 7D | -0.7% | +9.6% | -10.3% | -1.5% |
| 30D | -1.9% | 0.0% | -1.9% | -2.0% |
| 3M | +3.8% | -35.4% | +39.2% | +7.1% |
| 6M | -4.7% | -7.3% | +2.5% | -5.6% |
| YTD | +12.5% | +45.8% | -33.3% | +6.4% |
| 1Y | +10.8% | +43.1% | -32.3% | +4.3% |
| 3Y | +28.8% | +297.7% | -268.9% | +1.0% |
| 5Y | +13.2% | +1,478.8% | -1,465.6% | -29.7% |
| All | +51.4% | +1,642.7% | -1,591.3% | -23.2% |
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