+199.5%
TSCO vs MOD
+1,504.3%
-1,304.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.0% | +1.0% |
| 7D | +1.7% | +6.3% | -4.7% | +1.1% |
| 30D | +2.8% | -1.7% | +4.5% | +2.8% |
| 3M | +17.9% | -30.1% | +48.0% | +21.2% |
| 6M | -28.6% | +2.7% | -31.3% | -30.1% |
| YTD | -28.0% | +44.1% | -72.1% | -32.6% |
| 1Y | -39.9% | +38.7% | -78.6% | -43.9% |
| 3Y | -14.0% | +309.8% | -323.8% | -33.0% |
| 5Y | -2.9% | +1,569.7% | -1,572.6% | -38.7% |
| 10Y | +199.5% | +1,520.5% | -1,321.0% | +67.7% |
| All | +199.5% | +1,504.3% | -1,304.8% | +67.7% |
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