+2,926.4%
V vs MOD
+1,468.7%
+1,457.7%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.3% | -5.3% | -1.6% |
| 7D | -1.7% | +9.6% | -11.3% | -3.0% |
| 30D | +2.0% | 0.0% | +1.9% | +1.7% |
| 3M | +17.4% | -35.4% | +52.7% | +23.5% |
| 6M | +17.5% | -7.3% | +24.8% | +15.7% |
| YTD | +7.6% | +45.8% | -38.2% | -1.9% |
| 1Y | +7.7% | +43.1% | -35.4% | -2.6% |
| 3Y | +54.7% | +297.7% | -243.0% | +10.7% |
| 5Y | +73.0% | +1,478.8% | -1,405.7% | -5.8% |
| 10Y | +390.9% | +1,633.4% | -1,242.5% | +129.2% |
| All | +2,926.4% | +1,468.7% | +1,457.7% | +1,289.1% |
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