+95.3%
UL vs MOD
+911.6%
-816.3%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +5.7% | -8.2% | -2.7% |
| 7D | +1.1% | -25.5% | +26.7% | +1.8% |
| 30D | +8.2% | -49.0% | +57.2% | +10.2% |
| 3M | +4.5% | -49.8% | +54.4% | +6.3% |
| 6M | +12.6% | -64.8% | +77.3% | +15.5% |
| YTD | +3.5% | -27.6% | +31.2% | +2.8% |
| 1Y | -0.4% | -35.2% | +34.8% | -0.8% |
| 3Y | +36.0% | +137.1% | -101.1% | +23.4% |
| 5Y | +30.9% | +760.3% | -729.3% | +8.1% |
| All | +95.3% | +911.6% | -816.3% | +63.9% |
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