+103.9%
UL vs MOD
+915.9%
-812.0%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.5% | -4.5% | -1.1% |
| 7D | -1.7% | +8.2% | -9.9% | -1.9% |
| 30D | +4.5% | -38.2% | +42.7% | +5.8% |
| 3M | +5.5% | -46.2% | +51.7% | +7.1% |
| 6M | +17.0% | -62.5% | +79.5% | +20.0% |
| YTD | +3.2% | -20.1% | +23.3% | +2.2% |
| 1Y | -1.9% | -29.7% | +27.8% | -2.4% |
| 3Y | +33.6% | +136.2% | -102.7% | +21.3% |
| 5Y | +31.5% | +820.4% | -788.9% | +7.9% |
| 10Y | +103.9% | +839.8% | -735.9% | +61.3% |
| All | +103.9% | +915.9% | -812.0% | +61.3% |
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