+1,643.1%
TSM vs MOD
+1,079.7%
+563.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +27.9% | -29.5% | -8.3% |
| 7D | +6.2% | +40.4% | -34.2% | -3.3% |
| 30D | -7.3% | -14.0% | +6.7% | -5.5% |
| 3M | -7.1% | -33.3% | +26.2% | +0.1% |
| 6M | +0.2% | -51.4% | +51.6% | +15.6% |
| YTD | +32.2% | +1.6% | +30.6% | +26.9% |
| 1Y | +42.8% | +5.4% | +37.4% | +35.2% |
| 3Y | +330.4% | +191.0% | +139.4% | +219.7% |
| 5Y | +263.9% | +1,093.1% | -829.2% | +102.2% |
| All | +1,643.1% | +1,079.7% | +563.4% | +841.7% |
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