+476.5%
V vs MOD
+822.6%
-346.1%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.9% | -3.6% | -0.9% |
| 7D | -0.4% | +16.1% | -16.5% | -1.9% |
| 30D | +6.3% | -38.5% | +44.8% | +11.1% |
| 3M | +17.2% | -46.8% | +64.0% | +23.8% |
| 6M | +29.2% | -61.6% | +90.8% | +40.0% |
| YTD | +20.8% | -20.5% | +41.3% | +18.1% |
| 1Y | +25.0% | -28.0% | +53.0% | +23.2% |
| 3Y | +75.3% | +134.9% | -59.7% | +37.5% |
| 5Y | +105.8% | +833.2% | -727.3% | +25.2% |
| All | +476.5% | +822.6% | -346.1% | +218.5% |
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 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