+108.7%
USB vs MOD
+1,642.7%
-1,534.0%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.3% | -4.6% | -1.1% |
| 7D | +1.4% | +9.6% | -8.1% | -0.5% |
| 30D | -1.3% | 0.0% | -1.3% | -1.5% |
| 3M | +15.2% | -35.4% | +50.6% | +24.2% |
| 6M | +18.8% | -7.3% | +26.1% | +16.9% |
| YTD | +21.0% | +45.8% | -24.8% | +6.9% |
| 1Y | +34.0% | +43.1% | -9.1% | +17.1% |
| 3Y | +95.3% | +297.7% | -202.4% | +22.9% |
| 5Y | +40.4% | +1,478.8% | -1,438.4% | -40.1% |
| All | +108.7% | +1,642.7% | -1,534.0% | -29.4% |
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