+58.8%
T vs MOD
+920.5%
-861.7%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.9% | +3.5% | +0.8% |
| 7D | +2.6% | -17.8% | +20.4% | +3.3% |
| 30D | -1.1% | -43.2% | +42.1% | +1.4% |
| 3M | -7.7% | -46.0% | +38.3% | -5.3% |
| 6M | -10.6% | -62.2% | +51.6% | -6.9% |
| YTD | -7.5% | -22.8% | +15.3% | -8.4% |
| 1Y | -7.4% | -35.5% | +28.1% | -7.6% |
| 3Y | +63.1% | +128.2% | -65.2% | +39.2% |
| 5Y | +55.2% | +791.6% | -736.4% | +10.0% |
| 10Y | +58.8% | +886.3% | -827.5% | +2.5% |
| All | +58.8% | +920.5% | -861.7% | +2.5% |
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