+47.1%
RF vs MOD
+780.0%
-732.9%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -21.4% | +22.9% | +5.2% |
| 7D | +2.3% | -31.3% | +33.6% | +8.4% |
| 30D | +7.2% | -46.1% | +53.4% | +18.4% |
| 3M | -8.2% | -51.1% | +42.9% | +2.6% |
| 6M | +7.0% | -62.1% | +69.1% | +23.2% |
| YTD | +10.3% | -26.2% | +36.5% | +8.7% |
| 1Y | +25.1% | -32.6% | +57.6% | +24.5% |
| 3Y | +110.3% | +133.8% | -23.5% | +38.2% |
| 5Y | +47.1% | +792.8% | -745.6% | -38.1% |
| All | +47.1% | +780.0% | -732.9% | -38.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling