+273.8%
RF vs MOD
+857.0%
-583.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -7.3% | +5.1% | -0.4% |
| 7D | -1.6% | -34.2% | +32.5% | +7.6% |
| 30D | +5.0% | -51.9% | +56.9% | +23.3% |
| 3M | -10.0% | -53.0% | +43.1% | +5.5% |
| 6M | +3.3% | -66.4% | +69.7% | +28.4% |
| YTD | +7.9% | -31.5% | +39.5% | +8.8% |
| 1Y | +21.2% | -39.6% | +60.8% | +24.9% |
| 3Y | +105.8% | +116.8% | -11.0% | +30.6% |
| 5Y | +43.7% | +713.8% | -670.1% | -43.9% |
| All | +273.8% | +857.0% | -583.2% | +16.0% |
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