+358.2%
PSX vs MOD
+822.6%
-464.4%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.2% | +1.7% |
| 7D | +6.4% | +16.1% | -9.7% | +3.5% |
| 30D | -10.2% | -38.5% | +28.3% | -2.9% |
| 3M | +17.2% | -46.8% | +64.0% | +29.3% |
| 6M | +51.8% | -61.6% | +113.4% | +74.4% |
| YTD | +108.0% | -20.5% | +128.5% | +101.9% |
| 1Y | +96.1% | -28.0% | +124.1% | +92.6% |
| 3Y | +155.9% | +134.9% | +20.9% | +75.9% |
| 5Y | +306.9% | +833.2% | -526.2% | +83.5% |
| All | +358.2% | +822.6% | -464.4% | +70.0% |
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