+333.1%
SLV vs MOD
+656.5%
-323.4%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.3% | -5.5% | -1.5% |
| 7D | -0.3% | +9.6% | -9.9% | -0.9% |
| 30D | +6.7% | 0.0% | +6.7% | +6.6% |
| 3M | -10.7% | -35.4% | +24.7% | -8.4% |
| 6M | -20.6% | -7.3% | -13.3% | -20.5% |
| YTD | -7.1% | +45.8% | -52.9% | -9.8% |
| 1Y | +62.0% | +43.1% | +18.8% | +57.0% |
| 3Y | +169.8% | +297.7% | -127.8% | +140.7% |
| 5Y | +161.5% | +1,478.8% | -1,317.3% | +111.6% |
| 10Y | +224.4% | +1,633.4% | -1,409.0% | +147.9% |
| All | +333.1% | +656.5% | -323.4% | +247.3% |
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