+102.6%
V vs MOD
+720.4%
-617.8%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -7.3% | +4.1% | -2.7% |
| 7D | +2.9% | -34.2% | +37.1% | +5.5% |
| 30D | +14.0% | -51.9% | +65.9% | +19.3% |
| 3M | +14.9% | -53.0% | +67.9% | +20.1% |
| 6M | +31.7% | -66.4% | +98.1% | +40.2% |
| YTD | +21.2% | -31.5% | +52.8% | +19.0% |
| 1Y | +25.3% | -39.6% | +64.8% | +24.1% |
| 3Y | +77.5% | +116.8% | -39.3% | +38.1% |
| 5Y | +102.6% | +713.8% | -611.2% | +14.5% |
| All | +102.6% | +720.4% | -617.8% | +14.5% |
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