+216.3%
TGT vs MOD
+1,504.3%
-1,288.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -0.9% |
| 7D | -0.6% | +6.3% | -7.0% | -1.3% |
| 30D | +9.5% | -1.7% | +11.2% | +9.6% |
| 3M | +32.3% | -30.1% | +62.4% | +36.2% |
| 6M | +37.0% | +2.7% | +34.3% | +33.9% |
| YTD | +71.0% | +44.1% | +27.0% | +59.5% |
| 1Y | +85.0% | +38.7% | +46.3% | +72.1% |
| 3Y | +46.8% | +309.8% | -263.0% | +14.3% |
| 5Y | -22.7% | +1,569.7% | -1,592.4% | -51.4% |
| 10Y | +216.3% | +1,520.5% | -1,304.2% | +84.6% |
| All | +216.3% | +1,504.3% | -1,288.0% | +84.6% |
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