+220.4%
W vs MOD
+915.9%
-695.5%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.5% | -1.8% | +0.7% |
| 7D | -7.4% | +8.2% | -15.6% | -9.6% |
| 30D | +7.8% | -38.2% | +46.0% | +22.0% |
| 3M | +10.9% | -46.2% | +57.1% | +29.6% |
| 6M | +86.4% | -62.5% | +149.0% | +139.5% |
| YTD | +14.0% | -20.1% | +34.1% | +11.4% |
| 1Y | +3.5% | -29.7% | +33.2% | +4.2% |
| 3Y | +164.8% | +136.2% | +28.6% | +74.1% |
| 5Y | -53.1% | +820.4% | -873.5% | -79.1% |
| 10Y | +220.4% | +839.8% | -619.4% | +18.1% |
| All | +220.4% | +915.9% | -695.5% | +18.1% |
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 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