+99.5%
ROST vs MOD
+138.1%
-38.6%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.9% | +3.7% | +1.0% |
| 7D | +3.2% | -17.8% | +21.0% | +4.2% |
| 30D | +7.4% | -43.2% | +50.7% | +11.7% |
| 3M | -6.1% | -46.0% | +40.0% | -2.2% |
| 6M | +6.2% | -62.2% | +68.5% | +13.4% |
| YTD | +33.4% | -22.8% | +56.2% | +31.8% |
| 1Y | +48.8% | -35.5% | +84.3% | +49.1% |
| 3Y | +99.5% | +128.2% | -28.7% | +49.2% |
| All | +99.5% | +138.1% | -38.6% | +49.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling