+1,672.6%
TSM vs MOD
+822.6%
+850.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.4% | -1.8% |
| 7D | +14.8% | +16.1% | -1.3% | +10.7% |
| 30D | -8.9% | -38.5% | +29.6% | +1.7% |
| 3M | -5.3% | -46.8% | +41.6% | +9.0% |
| 6M | +2.6% | -61.6% | +64.2% | +26.6% |
| YTD | +34.5% | -20.5% | +55.0% | +38.3% |
| 1Y | +41.0% | -28.0% | +69.0% | +47.4% |
| 3Y | +333.1% | +134.9% | +198.2% | +242.9% |
| 5Y | +270.1% | +833.2% | -563.1% | +120.5% |
| All | +1,672.6% | +822.6% | +850.0% | +927.0% |
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