+14.6%
SNOW vs MOD
+2,013.1%
-1,998.5%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +27.9% | -30.4% | -6.7% |
| 7D | +5.5% | +40.4% | -34.9% | -0.5% |
| 30D | -13.2% | -14.0% | +0.8% | -12.1% |
| 3M | -13.7% | -33.3% | +19.6% | -9.6% |
| 6M | +91.0% | -51.4% | +142.4% | +106.3% |
| YTD | +32.7% | +1.6% | +31.0% | +22.3% |
| 1Y | +13.3% | +5.4% | +7.9% | +2.9% |
| 3Y | +83.4% | +191.0% | -107.6% | +31.8% |
| 5Y | -24.7% | +1,093.1% | -1,117.8% | -59.6% |
| All | +14.6% | +2,013.1% | -1,998.5% | -45.8% |
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