+368.4%
PSX vs MOD
+1,642.7%
-1,274.3%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.3% | -4.1% | -0.6% |
| 7D | +4.5% | +9.6% | -5.0% | +2.8% |
| 30D | +26.6% | 0.0% | +26.6% | +26.3% |
| 3M | +39.3% | -35.4% | +74.6% | +48.9% |
| 6M | +56.8% | -7.3% | +64.1% | +53.3% |
| YTD | +101.8% | +45.8% | +56.0% | +78.0% |
| 1Y | +99.6% | +43.1% | +56.5% | +73.7% |
| 3Y | +140.3% | +297.7% | -157.3% | +51.9% |
| 5Y | +339.3% | +1,478.8% | -1,139.4% | +84.2% |
| All | +368.4% | +1,642.7% | -1,274.3% | +52.1% |
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