-24.7%
U vs MOD
+1,411.9%
-1,436.6%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +5.7% | -0.2% | +4.1% |
| 7D | +36.6% | -25.5% | +62.1% | +45.1% |
| 30D | +13.3% | -49.0% | +62.3% | +32.7% |
| 3M | +26.2% | -49.8% | +76.0% | +47.4% |
| 6M | +88.7% | -64.8% | +153.5% | +135.9% |
| YTD | +16.6% | -27.6% | +44.2% | +13.9% |
| 1Y | +29.0% | -35.2% | +64.2% | +29.6% |
| 3Y | +99.5% | +137.1% | -37.6% | +30.3% |
| 5Y | -66.1% | +760.3% | -826.4% | -84.8% |
| All | -24.7% | +1,411.9% | -1,436.6% | -70.5% |
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