+315.5%
ROST vs MOD
+1,005.7%
-690.2%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +9.9% | -7.3% | +0.9% |
| 7D | +2.8% | -13.9% | +16.7% | +4.5% |
| 30D | +6.6% | -41.5% | +48.1% | +15.3% |
| 3M | -7.0% | -45.7% | +38.8% | +1.4% |
| 6M | +5.4% | -61.1% | +66.5% | +19.9% |
| YTD | +32.4% | -20.5% | +52.9% | +29.8% |
| 1Y | +48.4% | -32.1% | +80.5% | +48.7% |
| 3Y | +99.5% | +146.5% | -47.0% | +39.7% |
| 5Y | +109.9% | +812.7% | -702.9% | +2.8% |
| 10Y | +315.5% | +966.8% | -651.3% | +80.8% |
| All | +315.5% | +1,005.7% | -690.2% | +80.8% |
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