+439.5%
SN vs MOD
+167.7%
+271.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +5.7% | -3.0% | +1.7% |
| 7D | +7.2% | -25.5% | +32.7% | +12.1% |
| 30D | +20.4% | -49.0% | +69.4% | +34.9% |
| 3M | +23.9% | -49.8% | +73.7% | +38.3% |
| 6M | +93.0% | -64.8% | +157.8% | +128.2% |
| YTD | +99.2% | -27.6% | +126.9% | +98.6% |
| 1Y | +142.6% | -35.2% | +177.8% | +145.9% |
| 3Y | +398.8% | +137.1% | +261.7% | +443.9% |
| All | +439.5% | +167.7% | +271.8% | +652.6% |
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