+65.3%
T vs MOD
+1,504.3%
-1,439.0%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | -0.2% |
| 7D | -1.5% | +6.3% | -7.9% | -1.9% |
| 30D | +7.6% | -1.7% | +9.3% | +7.6% |
| 3M | +15.3% | -30.1% | +45.4% | +17.1% |
| 6M | -8.5% | +2.7% | -11.2% | -9.6% |
| YTD | +6.8% | +44.1% | -37.3% | +2.8% |
| 1Y | -7.2% | +38.7% | -46.0% | -10.9% |
| 3Y | +108.2% | +309.8% | -201.5% | +73.4% |
| 5Y | +66.1% | +1,569.7% | -1,503.7% | +14.5% |
| 10Y | +65.3% | +1,520.5% | -1,455.2% | +3.6% |
| All | +65.3% | +1,504.3% | -1,439.0% | +3.6% |
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