+224.2%
XLF vs MOD
+920.5%
-696.3%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.9% | +3.4% | +1.0% |
| 7D | +1.9% | -17.8% | +19.8% | +4.3% |
| 30D | +6.5% | -43.2% | +49.7% | +15.2% |
| 3M | +1.2% | -46.0% | +47.2% | +9.8% |
| 6M | +14.6% | -62.2% | +76.8% | +29.8% |
| YTD | +7.7% | -22.8% | +30.5% | +6.1% |
| 1Y | +11.8% | -35.5% | +47.3% | +12.8% |
| 3Y | +80.1% | +128.2% | -48.2% | +31.5% |
| 5Y | +59.0% | +791.6% | -732.6% | -17.6% |
| 10Y | +224.2% | +886.3% | -662.1% | +46.4% |
| All | +224.2% | +920.5% | -696.3% | +46.4% |
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