+6.8%
TMO vs MOD
+1,517.7%
-1,510.9%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.2% | -0.6% | -1.6% |
| 7D | +0.4% | +6.3% | -5.9% | -0.1% |
| 30D | +1.5% | -1.7% | +3.2% | +1.5% |
| 3M | +28.5% | -30.1% | +58.6% | +32.0% |
| 6M | +20.4% | +2.7% | +17.7% | +18.1% |
| YTD | +4.3% | +44.1% | -39.8% | -1.9% |
| 1Y | +24.1% | +38.7% | -14.6% | +16.5% |
| 3Y | +17.5% | +309.8% | -292.3% | -7.9% |
| 5Y | +6.8% | +1,569.7% | -1,562.9% | -34.1% |
| All | +6.8% | +1,517.7% | -1,510.9% | -34.1% |
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