+343.0%
PSX vs MOD
+881.6%
-538.7%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.9% | +2.0% | -0.4% |
| 7D | -7.8% | -17.8% | +10.0% | -5.0% |
| 30D | -9.9% | -43.2% | +33.4% | -1.2% |
| 3M | +16.9% | -46.0% | +63.0% | +28.7% |
| 6M | +48.0% | -62.2% | +110.2% | +70.5% |
| YTD | +98.3% | -22.8% | +121.1% | +93.5% |
| 1Y | +86.2% | -35.5% | +121.6% | +86.8% |
| 3Y | +144.0% | +128.2% | +15.7% | +68.6% |
| 5Y | +287.7% | +791.6% | -503.9% | +76.5% |
| All | +343.0% | +881.6% | -538.7% | +64.5% |
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