+99.1%
V vs MOD
+748.9%
-649.9%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.7% | -5.7% | -0.3% |
| 7D | +2.2% | -25.5% | +27.7% | +3.9% |
| 30D | +13.6% | -49.0% | +62.6% | +18.4% |
| 3M | +14.3% | -49.8% | +64.1% | +19.0% |
| 6M | +33.1% | -64.8% | +97.9% | +41.3% |
| YTD | +21.2% | -27.6% | +48.9% | +18.6% |
| 1Y | +26.4% | -35.2% | +61.6% | +24.6% |
| 3Y | +77.6% | +137.1% | -59.6% | +37.0% |
| All | +99.1% | +748.9% | -649.9% | +12.3% |
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