+1,598.5%
TSM vs MOD
+920.5%
+678.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.9% | +4.9% | +2.7% |
| 7D | -2.1% | -17.8% | +15.8% | +2.1% |
| 30D | -12.5% | -43.2% | +30.7% | -0.5% |
| 3M | -5.0% | -46.0% | +41.0% | +8.8% |
| 6M | -3.2% | -62.2% | +59.0% | +19.8% |
| YTD | +31.5% | -22.8% | +54.3% | +36.2% |
| 1Y | +35.7% | -35.5% | +71.2% | +45.5% |
| 3Y | +323.5% | +128.2% | +195.3% | +237.8% |
| 5Y | +263.4% | +791.6% | -528.2% | +118.9% |
| 10Y | +1,598.5% | +886.3% | +712.2% | +892.6% |
| All | +1,598.5% | +920.5% | +678.0% | +892.6% |
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