+104.6%
UL vs MOD
+920.5%
-815.9%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.9% | +2.7% | -0.1% |
| 7D | +2.6% | -17.8% | +20.4% | +3.0% |
| 30D | +6.8% | -43.2% | +50.0% | +8.4% |
| 3M | +5.7% | -46.0% | +51.8% | +7.4% |
| 6M | +15.9% | -62.2% | +78.1% | +18.7% |
| YTD | +4.3% | -22.8% | +27.1% | +3.4% |
| 1Y | -0.4% | -35.5% | +35.1% | -0.7% |
| 3Y | +35.0% | +128.2% | -93.3% | +22.8% |
| 5Y | +31.6% | +791.6% | -760.0% | +8.2% |
| 10Y | +104.6% | +886.3% | -781.7% | +63.3% |
| All | +104.6% | +920.5% | -815.9% | +63.3% |
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