+355.0%
SE vs MOD
+412.8%
-57.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +3.5% | -7.2% | -4.3% |
| 7D | -7.7% | +8.2% | -16.0% | -9.1% |
| 30D | -22.8% | -38.2% | +15.3% | -16.9% |
| 3M | -43.7% | -46.2% | +2.5% | -38.3% |
| 6M | -12.8% | -62.5% | +49.7% | +0.3% |
| YTD | -42.0% | -20.1% | -21.9% | -43.1% |
| 1Y | -48.0% | -29.7% | -18.3% | -48.1% |
| 3Y | +62.7% | +136.2% | -73.5% | +19.6% |
| 5Y | -77.8% | +820.4% | -898.2% | -88.1% |
| All | +355.0% | +412.8% | -57.8% | +137.7% |
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