+6,009.4%
TGT vs MOD
+1,638.7%
+4,370.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +5.7% | -5.4% | -0.6% |
| 7D | +2.6% | -25.5% | +28.2% | +6.5% |
| 30D | +5.0% | -49.0% | +54.0% | +15.0% |
| 3M | +8.5% | -49.8% | +58.3% | +18.6% |
| 6M | +23.8% | -64.8% | +88.5% | +40.5% |
| YTD | +66.5% | -27.6% | +94.2% | +65.8% |
| 1Y | +84.9% | -35.2% | +120.1% | +86.0% |
| 3Y | +59.2% | +137.1% | -77.9% | +21.5% |
| 5Y | -27.2% | +760.3% | -787.5% | -57.3% |
| 10Y | +221.5% | +938.8% | -717.4% | +58.8% |
| All | +6,009.4% | +1,638.7% | +4,370.7% | +2,021.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling