+356.2%
TPR vs MOD
+1,079.7%
-723.4%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +27.9% | -28.0% | -7.1% |
| 7D | -0.3% | +40.4% | -40.7% | -9.5% |
| 30D | +15.1% | -14.0% | +29.1% | +16.5% |
| 3M | +3.5% | -33.3% | +36.9% | +10.9% |
| 6M | +0.4% | -51.4% | +51.9% | +14.1% |
| YTD | +4.6% | +1.6% | +3.0% | -5.8% |
| 1Y | +33.1% | +5.4% | +27.7% | +17.5% |
| 3Y | +396.0% | +191.0% | +205.0% | +183.4% |
| 5Y | +230.3% | +1,093.1% | -862.9% | +9.7% |
| All | +356.2% | +1,079.7% | -723.4% | +29.6% |
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