+1,209.8%
SOXX vs MOD
+1,079.7%
+130.1%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +27.9% | -31.5% | -11.4% |
| 7D | +9.4% | +40.4% | -31.1% | -2.1% |
| 30D | -13.8% | -14.0% | +0.2% | -11.7% |
| 3M | -18.6% | -33.3% | +14.7% | -10.9% |
| 6M | -15.1% | -51.4% | +36.3% | +1.4% |
| YTD | +49.0% | +1.6% | +47.4% | +44.7% |
| 1Y | +55.3% | +5.4% | +49.9% | +48.7% |
| 3Y | +179.0% | +191.0% | -12.0% | +98.8% |
| 5Y | +166.5% | +1,093.1% | -926.6% | +33.2% |
| All | +1,209.8% | +1,079.7% | +130.1% | +529.6% |
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