+72,343.6%
ROST vs MOD
+1,544.7%
+70,798.9%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -7.3% | +3.0% | -3.1% |
| 7D | +1.3% | -34.2% | +35.4% | +7.7% |
| 30D | +4.9% | -51.9% | +56.8% | +17.1% |
| 3M | -6.9% | -53.0% | +46.1% | +3.8% |
| 6M | +3.8% | -66.4% | +70.2% | +20.6% |
| YTD | +31.4% | -31.5% | +62.9% | +33.2% |
| 1Y | +46.2% | -39.6% | +85.8% | +50.3% |
| 3Y | +99.8% | +116.8% | -17.0% | +52.9% |
| 5Y | +107.6% | +713.8% | -606.2% | +20.5% |
| 10Y | +322.2% | +882.7% | -560.4% | +111.2% |
| All | +72,343.6% | +1,544.7% | +70,798.9% | +24,976.3% |
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 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