+550.6%
ROKU vs MOD
+876.2%
-325.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.3% | +1.7% | -0.8% |
| 7D | -3.0% | +3.6% | -6.6% | -3.9% |
| 30D | +0.7% | -2.6% | +3.3% | +1.0% |
| 3M | +26.5% | -33.1% | +59.6% | +36.1% |
| 6M | +52.6% | -7.5% | +60.2% | +50.8% |
| YTD | +40.9% | +39.3% | +1.6% | +24.9% |
| 1Y | +57.6% | +34.3% | +23.4% | +39.0% |
| 3Y | +83.2% | +296.2% | -213.0% | +21.4% |
| 5Y | -54.8% | +1,504.6% | -1,559.4% | -78.3% |
| All | +550.6% | +876.2% | -325.6% | +187.6% |
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