+155.0%
SO vs MOD
+1,642.7%
-1,487.7%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.3% | -5.0% | -0.8% |
| 7D | -0.2% | +9.6% | -9.7% | -0.4% |
| 30D | -4.6% | 0.0% | -4.6% | -4.6% |
| 3M | -3.0% | -35.4% | +32.3% | -2.2% |
| 6M | -8.3% | -7.3% | -1.0% | -8.5% |
| YTD | +3.5% | +45.8% | -42.3% | +2.0% |
| 1Y | -0.9% | +43.1% | -44.1% | -2.5% |
| 3Y | +45.4% | +297.7% | -252.3% | +34.6% |
| 5Y | +59.6% | +1,478.8% | -1,419.1% | +36.0% |
| All | +155.0% | +1,642.7% | -1,487.7% | +100.6% |
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