+1,683.2%
TER vs MOD
+1,642.7%
+40.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +4.3% | +1.2% | +4.1% |
| 7D | +0.6% | +9.6% | -9.0% | -2.3% |
| 30D | -8.3% | 0.0% | -8.3% | -8.2% |
| 3M | -12.2% | -35.4% | +23.2% | +1.7% |
| 6M | +17.1% | -7.3% | +24.3% | +22.7% |
| YTD | +84.7% | +45.8% | +38.9% | +69.2% |
| 1Y | +199.9% | +43.1% | +156.8% | +173.3% |
| 3Y | +232.8% | +297.7% | -64.9% | +119.3% |
| 5Y | +198.6% | +1,478.8% | -1,280.2% | +34.1% |
| All | +1,683.2% | +1,642.7% | +40.4% | +616.0% |
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