+196.3%
SO vs MOD
+915.9%
-719.6%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.5% | -3.3% | +0.1% |
| 7D | +0.8% | +8.2% | -7.5% | +0.6% |
| 30D | +7.8% | -38.2% | +46.0% | +8.7% |
| 3M | +2.9% | -46.2% | +49.1% | +4.1% |
| 6M | +2.5% | -62.5% | +65.0% | +4.3% |
| YTD | +10.3% | -20.1% | +30.4% | +9.8% |
| 1Y | +6.4% | -29.7% | +36.0% | +6.1% |
| 3Y | +52.8% | +136.2% | -83.4% | +42.4% |
| 5Y | +78.7% | +820.4% | -741.7% | +53.0% |
| 10Y | +196.3% | +839.8% | -643.5% | +131.1% |
| All | +196.3% | +915.9% | -719.6% | +131.1% |
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