+148.1%
XRT vs MOD
+911.6%
-763.6%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +5.7% | -7.4% | -2.7% |
| 7D | +0.9% | -25.5% | +26.4% | +5.4% |
| 30D | +7.9% | -49.0% | +57.0% | +20.4% |
| 3M | -0.2% | -49.8% | +49.6% | +11.0% |
| 6M | +5.6% | -64.8% | +70.3% | +23.3% |
| YTD | +5.7% | -27.6% | +33.3% | +4.9% |
| 1Y | +14.6% | -35.2% | +49.8% | +15.3% |
| 3Y | +50.7% | +137.1% | -86.5% | +5.4% |
| 5Y | -4.8% | +760.3% | -765.1% | -52.8% |
| All | +148.1% | +911.6% | -763.6% | +5.7% |
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