-70.0%
U vs MOD
+832.8%
-902.8%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +9.9% | -10.0% | -2.8% |
| 7D | +32.3% | -13.9% | +46.2% | +35.8% |
| 30D | +9.7% | -41.5% | +51.2% | +25.9% |
| 3M | +19.6% | -45.7% | +65.3% | +39.1% |
| 6M | +82.6% | -61.1% | +143.8% | +127.6% |
| YTD | +16.4% | -20.5% | +36.9% | +9.1% |
| 1Y | +28.5% | -32.1% | +60.6% | +26.5% |
| 3Y | +103.8% | +146.5% | -42.7% | +13.3% |
| 5Y | -70.0% | +812.7% | -882.8% | -91.6% |
| All | -70.0% | +832.8% | -902.8% | -91.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling