+22.7%
USB vs MOD
+720.4%
-697.7%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -7.3% | +5.2% | -1.0% |
| 7D | -1.5% | -34.2% | +32.7% | +4.5% |
| 30D | +4.3% | -51.9% | +56.2% | +16.0% |
| 3M | -6.1% | -53.0% | +47.0% | +4.3% |
| 6M | +9.4% | -66.4% | +75.8% | +26.6% |
| YTD | +15.2% | -31.5% | +46.7% | +15.2% |
| 1Y | +32.8% | -39.6% | +72.3% | +34.9% |
| 3Y | +91.3% | +116.8% | -25.5% | +34.6% |
| 5Y | +22.7% | +713.8% | -691.1% | -37.5% |
| All | +22.7% | +720.4% | -697.7% | -37.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling