+1,057.8%
TER vs MOD
+822.6%
+235.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.2% | -0.6% |
| 7D | +24.0% | +16.1% | +7.9% | +18.2% |
| 30D | -30.6% | -38.5% | +7.9% | -18.7% |
| 3M | -34.5% | -46.8% | +12.3% | -19.9% |
| 6M | -26.4% | -61.6% | +35.2% | +0.6% |
| YTD | +36.4% | -20.5% | +57.0% | +51.4% |
| 1Y | +47.4% | -28.0% | +75.4% | +67.3% |
| 3Y | +202.6% | +134.9% | +67.6% | +137.5% |
| 5Y | +83.9% | +833.2% | -749.3% | -1.8% |
| All | +1,057.8% | +822.6% | +235.1% | +490.8% |
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