+70,808.4%
ROST vs MOD
+3,565.2%
+67,243.2%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.3% | -4.7% | -1.1% |
| 7D | +0.9% | +9.6% | -8.7% | -0.6% |
| 30D | -8.9% | 0.0% | -8.9% | -9.1% |
| 3M | -0.8% | -35.4% | +34.6% | +5.4% |
| 6M | +8.5% | -7.3% | +15.8% | +7.3% |
| YTD | +28.6% | +45.8% | -17.2% | +16.7% |
| 1Y | +52.3% | +43.1% | +9.2% | +37.1% |
| 3Y | +94.8% | +297.7% | -202.8% | +36.5% |
| 5Y | +110.8% | +1,478.8% | -1,368.0% | +11.0% |
| 10Y | +304.5% | +1,633.4% | -1,328.9% | +86.4% |
| All | +70,808.4% | +3,565.2% | +67,243.2% | +21,718.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling