+147.8%
SW vs MOD
+1,642.7%
-1,494.9%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.3% | -3.0% | +0.8% |
| 7D | -5.1% | +9.6% | -14.7% | -5.9% |
| 30D | -4.6% | 0.0% | -4.6% | -4.7% |
| 3M | +9.4% | -35.4% | +44.8% | +13.5% |
| 6M | +3.5% | -7.3% | +10.8% | +3.5% |
| YTD | +22.0% | +45.8% | -23.8% | +16.8% |
| 1Y | +2.2% | +43.1% | -40.9% | -2.4% |
| 3Y | +19.6% | +297.7% | -278.1% | +3.3% |
| 5Y | -2.3% | +1,478.8% | -1,481.1% | -24.1% |
| All | +147.8% | +1,642.7% | -1,494.9% | +90.0% |
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