+1,077.0%
TER vs MOD
+915.9%
+161.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +3.5% | +4.8% | +7.1% |
| 7D | +5.9% | +8.2% | -2.3% | +3.7% |
| 30D | -30.8% | -38.2% | +7.4% | -19.0% |
| 3M | -29.9% | -46.2% | +16.3% | -14.7% |
| 6M | -27.5% | -62.5% | +35.1% | -0.1% |
| YTD | +37.5% | -20.1% | +57.6% | +52.3% |
| 1Y | +50.3% | -29.7% | +79.9% | +71.6% |
| 3Y | +204.9% | +136.2% | +68.7% | +138.9% |
| 5Y | +89.2% | +820.4% | -731.2% | +1.2% |
| 10Y | +1,077.0% | +839.8% | +237.1% | +502.4% |
| All | +1,077.0% | +915.9% | +161.0% | +502.4% |
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