+311.1%
ROST vs MOD
+822.6%
-511.5%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.1% | -1.6% |
| 7D | +0.9% | +16.1% | -15.2% | -1.7% |
| 30D | +5.1% | -38.5% | +43.6% | +12.8% |
| 3M | -4.3% | -46.8% | +42.6% | +4.8% |
| 6M | +9.4% | -61.6% | +71.0% | +24.9% |
| YTD | +32.5% | -20.5% | +53.0% | +29.9% |
| 1Y | +46.9% | -28.0% | +74.9% | +45.7% |
| 3Y | +98.1% | +134.9% | -36.8% | +40.1% |
| 5Y | +116.9% | +833.2% | -716.2% | +5.5% |
| All | +311.1% | +822.6% | -511.5% | +77.6% |
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