+61.0%
AA vs MOD
+45.0%
+16.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +4.3% | -6.4% | -3.2% |
| 7D | -0.7% | +9.6% | -10.3% | -2.9% |
| 30D | +5.0% | 0.0% | +5.0% | +4.9% |
| 3M | -35.8% | -35.4% | -0.5% | -29.6% |
| 6M | -18.4% | -7.3% | -11.1% | -17.3% |
| YTD | -5.5% | +45.8% | -51.3% | -14.0% |
| 1Y | +61.0% | +43.1% | +17.8% | +49.4% |
| All | +61.0% | +45.0% | +16.0% | +49.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling