+194.9%
SO vs MOD
+920.5%
-725.6%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.9% | +3.0% | +0.1% |
| 7D | -0.1% | -17.8% | +17.7% | +0.2% |
| 30D | +8.7% | -43.2% | +51.9% | +9.8% |
| 3M | +3.4% | -46.0% | +49.4% | +4.5% |
| 6M | +3.7% | -62.2% | +66.0% | +5.5% |
| YTD | +10.0% | -22.8% | +32.8% | +9.6% |
| 1Y | +6.6% | -35.5% | +42.1% | +6.6% |
| 3Y | +52.5% | +128.2% | -75.7% | +42.3% |
| 5Y | +76.1% | +791.6% | -715.6% | +50.9% |
| 10Y | +194.9% | +886.3% | -691.4% | +128.2% |
| All | +194.9% | +920.5% | -725.6% | +128.2% |
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