+1,594.6%
T vs MOD
+1,544.7%
+49.9%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -7.3% | +7.2% | +0.7% |
| 7D | +4.3% | -34.2% | +38.5% | +8.3% |
| 30D | -9.7% | -51.9% | +42.2% | -3.5% |
| 3M | -4.3% | -53.0% | +48.7% | +2.2% |
| 6M | -13.7% | -66.4% | +52.7% | -5.6% |
| YTD | -8.0% | -31.5% | +23.6% | -7.6% |
| 1Y | -6.9% | -39.6% | +32.6% | -5.8% |
| 3Y | +59.7% | +116.8% | -57.1% | +31.9% |
| 5Y | +53.4% | +713.8% | -660.4% | +3.8% |
| 10Y | +58.2% | +882.7% | -824.5% | -5.5% |
| All | +1,594.6% | +1,544.7% | +49.9% | +683.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling