+210.1%
W vs MOD
+1,079.7%
-869.5%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +27.9% | -27.5% | -7.7% |
| 7D | +0.2% | +40.4% | -40.3% | -10.5% |
| 30D | +6.8% | -14.0% | +20.8% | +8.4% |
| 3M | +10.7% | -33.3% | +44.0% | +20.1% |
| 6M | +86.3% | -51.4% | +137.8% | +119.1% |
| YTD | +11.5% | +1.6% | +9.9% | +0.4% |
| 1Y | +5.1% | +5.4% | -0.3% | -7.5% |
| 3Y | +171.0% | +191.0% | -20.0% | +65.7% |
| 5Y | -56.6% | +1,093.1% | -1,149.8% | -82.3% |
| All | +210.1% | +1,079.7% | -869.5% | +5.6% |
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