+320.5%
TMUS vs MOD
+787.5%
-467.0%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +4.3% | -7.8% | -4.1% |
| 7D | +0.1% | +9.6% | -9.5% | -1.3% |
| 30D | +5.3% | 0.0% | +5.2% | +5.0% |
| 3M | +3.1% | -35.4% | +38.5% | +8.7% |
| 6M | -16.5% | -7.3% | -9.2% | -18.0% |
| YTD | -9.2% | +45.8% | -55.0% | -17.9% |
| 1Y | -26.5% | +43.1% | -69.6% | -34.3% |
| 3Y | +39.0% | +297.7% | -258.7% | -4.8% |
| 5Y | +40.4% | +1,478.8% | -1,438.4% | -30.1% |
| 10Y | +303.7% | +1,633.4% | -1,329.7% | +66.3% |
| All | +320.5% | +787.5% | -467.0% | +80.0% |
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