+599.5%
XYZ vs MOD
+911.6%
-312.1%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +5.7% | -4.0% | +0.3% |
| 7D | +12.1% | -25.5% | +37.7% | +18.9% |
| 30D | +12.4% | -49.0% | +61.4% | +30.9% |
| 3M | +8.2% | -49.8% | +58.0% | +25.7% |
| 6M | +20.7% | -64.8% | +85.5% | +50.3% |
| YTD | +31.3% | -27.6% | +59.0% | +29.8% |
| 1Y | +20.5% | -35.2% | +55.7% | +21.4% |
| 3Y | +72.6% | +137.1% | -64.5% | +9.6% |
| 5Y | -64.0% | +760.3% | -824.3% | -85.2% |
| All | +599.5% | +911.6% | -312.1% | +161.9% |
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