+9,714.1%
TMO vs MOD
+1,810.3%
+7,903.8%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +9.9% | -6.0% | +2.5% |
| 7D | +5.7% | -13.9% | +19.6% | +7.4% |
| 30D | +9.7% | -41.5% | +51.2% | +17.2% |
| 3M | +21.6% | -45.7% | +67.3% | +30.7% |
| 6M | +55.5% | -61.1% | +116.6% | +72.7% |
| YTD | +24.9% | -20.5% | +45.4% | +23.7% |
| 1Y | +26.5% | -32.1% | +58.6% | +27.5% |
| 3Y | +64.0% | +146.5% | -82.4% | +29.1% |
| 5Y | +18.3% | +812.7% | -794.4% | -26.4% |
| 10Y | +388.2% | +966.8% | -578.6% | +159.0% |
| All | +9,714.1% | +1,810.3% | +7,903.8% | +3,842.5% |
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