-48.9%
RIG vs MOD
+906.4%
-955.2%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +5.7% | -3.0% | +0.8% |
| 7D | -24.5% | -25.5% | +1.1% | -16.9% |
| 30D | -2.8% | -49.0% | +46.2% | +20.6% |
| 3M | +1.6% | -49.8% | +51.4% | +24.9% |
| 6M | -15.9% | -64.8% | +48.9% | +13.1% |
| YTD | +26.9% | -27.6% | +54.5% | +25.2% |
| 1Y | +34.4% | -35.2% | +69.6% | +36.0% |
| 3Y | -21.2% | +137.1% | -158.3% | -58.9% |
| 5Y | +46.4% | +760.3% | -713.9% | -62.1% |
| All | -48.9% | +906.4% | -955.2% | -87.4% |
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