+175.2%
SO vs MOD
+911.6%
-736.4%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +5.7% | -6.8% | -1.2% |
| 7D | -1.5% | -25.5% | +24.1% | -1.0% |
| 30D | +8.1% | -49.0% | +57.1% | +9.4% |
| 3M | +0.2% | -49.8% | +50.0% | +1.4% |
| 6M | +0.4% | -64.8% | +65.2% | +2.2% |
| YTD | +8.5% | -27.6% | +36.1% | +8.2% |
| 1Y | +4.9% | -35.2% | +40.1% | +4.9% |
| 3Y | +47.9% | +137.1% | -89.2% | +37.7% |
| 5Y | +75.7% | +760.3% | -684.6% | +51.2% |
| All | +175.2% | +911.6% | -736.4% | +117.3% |
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 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