+8,438.8%
USB vs MOD
+3,565.2%
+4,873.6%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.3% | -4.6% | -1.2% |
| 7D | +1.4% | +9.6% | -8.1% | -0.6% |
| 30D | -1.3% | 0.0% | -1.3% | -1.6% |
| 3M | +15.2% | -35.4% | +50.6% | +24.9% |
| 6M | +18.8% | -7.3% | +26.1% | +17.0% |
| YTD | +21.0% | +45.8% | -24.8% | +6.3% |
| 1Y | +34.0% | +43.1% | -9.1% | +16.5% |
| 3Y | +95.3% | +297.7% | -202.4% | +22.9% |
| 5Y | +40.4% | +1,478.8% | -1,438.4% | -39.3% |
| 10Y | +107.3% | +1,633.4% | -1,526.1% | -25.3% |
| All | +8,438.8% | +3,565.2% | +4,873.6% | +1,755.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling