+388.5%
TMO vs MOD
+881.6%
-493.1%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.9% | +2.4% | -0.2% |
| 7D | +2.8% | -17.8% | +20.7% | +4.2% |
| 30D | +9.1% | -43.2% | +52.4% | +13.9% |
| 3M | +19.9% | -46.0% | +65.9% | +25.3% |
| 6M | +54.7% | -62.2% | +117.0% | +65.4% |
| YTD | +24.3% | -22.8% | +47.1% | +23.4% |
| 1Y | +25.0% | -35.5% | +60.5% | +25.9% |
| 3Y | +61.7% | +128.2% | -66.5% | +39.3% |
| 5Y | +16.2% | +791.6% | -775.4% | -13.7% |
| All | +388.5% | +881.6% | -493.1% | +240.4% |
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