+272.5%
RF vs MOD
+911.6%
-639.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.7% | -6.1% | -1.7% |
| 7D | -0.9% | -25.5% | +24.6% | +5.2% |
| 30D | +6.0% | -49.0% | +55.0% | +22.7% |
| 3M | -8.9% | -49.8% | +40.9% | +5.1% |
| 6M | +2.3% | -64.8% | +67.1% | +25.8% |
| YTD | +7.6% | -27.6% | +35.2% | +7.0% |
| 1Y | +21.2% | -35.2% | +56.4% | +22.6% |
| 3Y | +108.5% | +137.1% | -28.6% | +29.2% |
| 5Y | +43.2% | +760.3% | -717.1% | -44.9% |
| All | +272.5% | +911.6% | -639.1% | +14.0% |
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