-76.7%
TE vs MOD
+1,338.3%
-1,415.0%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +9.9% | -12.8% | -6.0% |
| 7D | -10.5% | -13.9% | +3.4% | -7.0% |
| 30D | -32.4% | -41.5% | +9.1% | -20.8% |
| 3M | -60.9% | -45.7% | -15.1% | -53.2% |
| 6M | -62.8% | -61.1% | -1.7% | -50.5% |
| YTD | -65.7% | -20.5% | -45.2% | -62.7% |
| 1Y | -39.9% | -32.1% | -7.8% | -31.9% |
| 3Y | +10.6% | +146.5% | -135.8% | -3.6% |
| 5Y | -79.7% | +812.7% | -892.4% | -85.2% |
| All | -76.7% | +1,338.3% | -1,415.0% | -83.4% |
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