+8,486.3%
TPR vs MOD
+308.6%
+8,177.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -7.3% | +14.3% | +9.1% |
| 7D | +13.9% | -34.2% | +48.0% | +25.9% |
| 30D | +14.9% | -51.9% | +66.8% | +37.7% |
| 3M | -15.4% | -53.0% | +37.7% | +1.0% |
| 6M | -4.5% | -66.4% | +61.9% | +21.8% |
| YTD | +6.0% | -31.5% | +37.5% | +7.9% |
| 1Y | +24.3% | -39.6% | +63.9% | +29.7% |
| 3Y | +412.8% | +116.8% | +296.0% | +230.5% |
| 5Y | +258.4% | +713.8% | -455.4% | +46.4% |
| 10Y | +396.8% | +882.7% | -485.9% | +62.6% |
| All | +8,486.3% | +308.6% | +8,177.7% | +2,230.1% |
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