+363.5%
SE vs MOD
+552.2%
-188.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +27.9% | -26.7% | -3.6% |
| 7D | -0.5% | +40.4% | -40.9% | -6.7% |
| 30D | -20.9% | -14.0% | -6.9% | -20.0% |
| 3M | -38.9% | -33.3% | -5.6% | -35.7% |
| 6M | -19.4% | -51.4% | +32.0% | -11.8% |
| YTD | -40.9% | +1.6% | -42.5% | -44.7% |
| 1Y | -46.2% | +5.4% | -51.6% | -50.3% |
| 3Y | +63.7% | +191.0% | -127.3% | +15.6% |
| 5Y | -77.9% | +1,093.1% | -1,171.1% | -88.7% |
| All | +363.5% | +552.2% | -188.7% | +131.0% |
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