+109.7%
UL vs MOD
+1,079.7%
-969.9%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +27.9% | -26.8% | +0.3% |
| 7D | +1.1% | +40.4% | -39.3% | +0.1% |
| 30D | +4.5% | -14.0% | +18.5% | +4.7% |
| 3M | +6.5% | -33.3% | +39.8% | +7.5% |
| 6M | +18.2% | -51.4% | +69.6% | +20.2% |
| YTD | +4.7% | +1.6% | +3.1% | +2.9% |
| 1Y | +0.8% | +5.4% | -4.6% | -1.2% |
| 3Y | +35.9% | +191.0% | -155.1% | +22.8% |
| 5Y | +33.4% | +1,093.1% | -1,059.7% | +8.5% |
| All | +109.7% | +1,079.7% | -969.9% | +65.3% |
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