+3,309.9%
V vs MOD
+634.7%
+2,675.2%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -7.3% | +4.1% | -2.2% |
| 7D | +2.9% | -34.2% | +37.1% | +8.5% |
| 30D | +14.0% | -51.9% | +65.9% | +25.3% |
| 3M | +14.9% | -53.0% | +67.9% | +26.0% |
| 6M | +31.7% | -66.4% | +98.1% | +49.3% |
| YTD | +21.2% | -31.5% | +52.8% | +21.5% |
| 1Y | +25.3% | -39.6% | +64.8% | +27.1% |
| 3Y | +77.5% | +116.8% | -39.3% | +36.8% |
| 5Y | +102.6% | +713.8% | -611.2% | +19.7% |
| 10Y | +464.3% | +882.7% | -418.4% | +180.8% |
| All | +3,309.9% | +634.7% | +2,675.2% | +1,622.1% |
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