+345.8%
PSX vs MOD
+1,005.7%
-659.9%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +9.9% | -6.9% | +1.2% |
| 7D | -8.0% | -13.9% | +5.9% | -6.0% |
| 30D | -9.0% | -41.5% | +32.5% | -0.8% |
| 3M | +24.7% | -45.7% | +70.5% | +37.1% |
| 6M | +49.3% | -61.1% | +110.5% | +71.1% |
| YTD | +100.2% | -20.5% | +120.7% | +94.3% |
| 1Y | +88.8% | -32.1% | +121.0% | +87.7% |
| 3Y | +152.5% | +146.5% | +6.0% | +72.0% |
| 5Y | +283.2% | +812.7% | -529.5% | +74.6% |
| 10Y | +345.8% | +966.8% | -621.0% | +64.4% |
| All | +345.8% | +1,005.7% | -659.9% | +64.4% |
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