+101.3%
USB vs MOD
+916.1%
-814.8%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -21.4% | +23.3% | +6.1% |
| 7D | +2.4% | -31.3% | +33.7% | +9.4% |
| 30D | +6.6% | -46.1% | +52.7% | +19.1% |
| 3M | -4.1% | -51.1% | +47.0% | +8.6% |
| 6M | +12.5% | -62.1% | +74.5% | +31.6% |
| YTD | +17.6% | -26.2% | +43.8% | +17.1% |
| 1Y | +36.5% | -32.6% | +69.1% | +37.3% |
| 3Y | +95.4% | +133.8% | -38.4% | +34.0% |
| 5Y | +26.1% | +792.8% | -766.6% | -41.1% |
| 10Y | +101.3% | +959.8% | -858.5% | -22.1% |
| All | +101.3% | +916.1% | -814.8% | -22.1% |
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