+317.8%
ROST vs MOD
+915.9%
-598.1%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.5% | -2.5% | +0.4% |
| 7D | -1.8% | +8.2% | -10.0% | -3.2% |
| 30D | +6.8% | -38.2% | +45.0% | +14.5% |
| 3M | -4.0% | -46.2% | +42.2% | +4.8% |
| 6M | +12.9% | -62.5% | +75.4% | +29.4% |
| YTD | +34.7% | -20.1% | +54.8% | +32.0% |
| 1Y | +49.5% | -29.7% | +79.2% | +48.9% |
| 3Y | +101.5% | +136.2% | -34.7% | +42.4% |
| 5Y | +120.7% | +820.4% | -699.7% | +7.7% |
| 10Y | +317.8% | +839.8% | -522.0% | +80.3% |
| All | +317.8% | +915.9% | -598.1% | +80.3% |
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