+87.4%
SYY vs MOD
+1,005.7%
-918.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +9.9% | -7.9% | +0.6% |
| 7D | -4.1% | -13.9% | +9.8% | -2.7% |
| 30D | +0.3% | -41.5% | +41.8% | +7.3% |
| 3M | -6.3% | -45.7% | +39.4% | +0.8% |
| 6M | +9.7% | -61.1% | +70.8% | +22.1% |
| YTD | +9.4% | -20.5% | +29.9% | +7.2% |
| 1Y | +7.3% | -32.1% | +39.4% | +7.0% |
| 3Y | +27.6% | +146.5% | -118.8% | -10.8% |
| 5Y | +12.5% | +812.7% | -800.2% | -46.4% |
| 10Y | +87.4% | +966.8% | -879.4% | -29.0% |
| All | +87.4% | +1,005.7% | -918.3% | -29.0% |
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