-34.7%
TLT vs MOD
+720.4%
-755.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -7.3% | +7.5% | +0.2% |
| 7D | +0.5% | -34.2% | +34.7% | +0.6% |
| 30D | +6.0% | -51.9% | +57.9% | +6.3% |
| 3M | -0.9% | -53.0% | +52.1% | -0.7% |
| 6M | -2.6% | -66.4% | +63.7% | -2.2% |
| YTD | -3.1% | -31.5% | +28.4% | -2.8% |
| 1Y | -4.4% | -39.6% | +35.2% | -4.1% |
| 3Y | +5.5% | +116.8% | -111.4% | +5.8% |
| 5Y | -34.7% | +713.8% | -748.5% | -33.0% |
| All | -34.7% | +720.4% | -755.1% | -33.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling