+449.7%
V vs MOD
+911.6%
-461.9%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.7% | -5.7% | -0.6% |
| 7D | +2.2% | -25.5% | +27.7% | +4.8% |
| 30D | +13.6% | -49.0% | +62.6% | +20.9% |
| 3M | +14.3% | -49.8% | +64.1% | +21.5% |
| 6M | +33.1% | -64.8% | +97.9% | +45.4% |
| YTD | +21.2% | -27.6% | +48.9% | +19.8% |
| 1Y | +26.4% | -35.2% | +61.6% | +26.0% |
| 3Y | +77.6% | +137.1% | -59.6% | +38.9% |
| 5Y | +102.6% | +760.3% | -657.7% | +24.9% |
| All | +449.7% | +911.6% | -461.9% | +209.9% |
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