+333.8%
TMO vs MOD
+1,486.8%
-1,153.0%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.3% | +3.8% | +0.7% |
| 7D | -0.5% | +3.6% | -4.1% | -0.8% |
| 30D | +1.0% | -2.6% | +3.6% | +1.1% |
| 3M | +22.7% | -33.1% | +55.9% | +26.3% |
| 6M | +19.0% | -7.5% | +26.5% | +18.2% |
| YTD | +4.7% | +39.3% | -34.6% | -0.4% |
| 1Y | +26.0% | +34.3% | -8.2% | +19.6% |
| 3Y | +18.0% | +296.2% | -278.2% | -2.5% |
| 5Y | +8.0% | +1,504.6% | -1,496.6% | -23.4% |
| 10Y | +333.8% | +1,511.5% | -1,177.8% | +196.3% |
| All | +333.8% | +1,486.8% | -1,153.0% | +196.3% |
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