+61.4%
T vs MOD
+915.9%
-854.5%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.5% | -2.0% | +1.3% |
| 7D | +2.0% | +8.2% | -6.3% | +1.5% |
| 30D | -1.0% | -38.2% | +37.1% | +1.1% |
| 3M | -8.1% | -46.2% | +38.1% | -5.6% |
| 6M | -8.3% | -62.5% | +54.3% | -4.4% |
| YTD | -6.1% | -20.1% | +14.0% | -7.2% |
| 1Y | -7.4% | -29.7% | +22.3% | -8.0% |
| 3Y | +65.4% | +136.2% | -70.8% | +40.9% |
| 5Y | +57.6% | +820.4% | -762.7% | +11.4% |
| 10Y | +61.4% | +839.8% | -778.4% | +4.2% |
| All | +61.4% | +915.9% | -854.5% | +4.2% |
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