+66.0%
UL vs MOD
+1,604.6%
-1,538.5%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.3% | -4.4% | -0.2% |
| 7D | -1.3% | +9.6% | -10.9% | -1.7% |
| 30D | +0.5% | 0.0% | +0.5% | +0.4% |
| 3M | +17.6% | -35.4% | +53.0% | +19.2% |
| 6M | -5.4% | -7.3% | +1.9% | -5.8% |
| YTD | +0.7% | +45.8% | -45.1% | -1.8% |
| 1Y | -9.3% | +43.1% | -52.4% | -11.7% |
| 3Y | +24.5% | +297.7% | -273.1% | +11.7% |
| 5Y | +23.2% | +1,478.8% | -1,455.5% | -0.3% |
| All | +66.0% | +1,604.6% | -1,538.5% | +33.3% |
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