+326.1%
TPR vs MOD
+1,642.7%
-1,316.6%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.3% | -4.3% | -1.1% |
| 7D | -2.3% | +9.6% | -11.9% | -4.7% |
| 30D | -23.0% | 0.0% | -23.0% | -23.4% |
| 3M | -12.5% | -35.4% | +22.9% | -3.6% |
| 6M | -21.4% | -7.3% | -14.2% | -23.2% |
| YTD | -3.5% | +45.8% | -49.3% | -18.2% |
| 1Y | +17.4% | +43.1% | -25.8% | -1.6% |
| 3Y | +291.3% | +297.7% | -6.4% | +112.1% |
| 5Y | +241.9% | +1,478.8% | -1,236.8% | +9.9% |
| All | +326.1% | +1,642.7% | -1,316.6% | +10.0% |
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 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