-79.9%
TE vs MOD
+1,337.7%
-1,417.6%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -0.5% | -7.0% | -7.3% |
| 7D | -13.6% | +16.1% | -29.7% | -17.7% |
| 30D | -37.7% | -38.5% | +0.9% | -28.0% |
| 3M | -59.8% | -46.8% | -13.0% | -51.6% |
| 6M | -66.3% | -61.6% | -4.7% | -55.0% |
| YTD | -70.5% | -20.5% | -50.0% | -67.8% |
| 1Y | -48.8% | -28.0% | -20.8% | -42.9% |
| 3Y | +31.3% | +134.9% | -103.6% | +15.6% |
| 5Y | -82.0% | +833.2% | -915.2% | -87.0% |
| All | -79.9% | +1,337.7% | -1,417.6% | -85.7% |
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