+196.4%
SO vs MOD
+1,079.7%
-883.2%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +27.9% | -26.6% | +0.6% |
| 7D | +1.4% | +40.4% | -39.1% | +0.6% |
| 30D | +4.7% | -14.0% | +18.7% | +4.8% |
| 3M | +1.7% | -33.3% | +35.0% | +2.3% |
| 6M | +2.2% | -51.4% | +53.6% | +3.3% |
| YTD | +10.0% | +1.6% | +8.4% | +8.9% |
| 1Y | +6.0% | +5.4% | +0.7% | +4.8% |
| 3Y | +54.1% | +191.0% | -136.9% | +43.1% |
| 5Y | +79.6% | +1,093.1% | -1,013.5% | +52.8% |
| All | +196.4% | +1,079.7% | -883.2% | +130.8% |
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