+238.4%
TMUS vs MOD
+911.6%
-673.2%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.7% | -4.8% | +0.5% |
| 7D | +3.6% | -25.5% | +29.1% | +5.2% |
| 30D | -3.4% | -49.0% | +45.6% | +0.4% |
| 3M | -9.5% | -49.8% | +40.4% | -6.1% |
| 6M | -15.2% | -64.8% | +49.6% | -10.5% |
| YTD | -18.9% | -27.6% | +8.7% | -20.1% |
| 1Y | -17.7% | -35.2% | +17.5% | -18.5% |
| 3Y | +15.6% | +137.1% | -121.5% | -5.5% |
| 5Y | +38.9% | +760.3% | -721.4% | -7.6% |
| All | +238.4% | +911.6% | -673.2% | +103.7% |
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