+1,006.2%
TER vs MOD
+920.5%
+85.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.9% | +2.7% | +0.7% |
| 7D | -8.9% | -17.8% | +8.9% | -3.1% |
| 30D | -39.1% | -43.2% | +4.2% | -26.7% |
| 3M | -32.8% | -46.0% | +13.3% | -18.2% |
| 6M | -31.7% | -62.2% | +30.5% | -6.2% |
| YTD | +26.9% | -22.8% | +49.7% | +42.1% |
| 1Y | +33.6% | -35.5% | +69.0% | +56.4% |
| 3Y | +181.5% | +128.2% | +53.3% | +123.0% |
| 5Y | +76.1% | +791.6% | -715.5% | -4.8% |
| 10Y | +1,006.2% | +886.3% | +119.9% | +477.1% |
| All | +1,006.2% | +920.5% | +85.7% | +477.1% |
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