+45.0%
AA vs MOD
+920.5%
-875.5%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.9% | -1.5% | -3.4% |
| 7D | +1.2% | -17.8% | +19.1% | +6.7% |
| 30D | -5.0% | -43.2% | +38.2% | +12.9% |
| 3M | -22.2% | -46.0% | +23.8% | -6.7% |
| 6M | -36.3% | -62.2% | +25.9% | -15.4% |
| YTD | -24.2% | -22.8% | -1.4% | -24.1% |
| 1Y | +3.9% | -35.5% | +39.3% | +9.6% |
| 3Y | +67.6% | +128.2% | -60.7% | -0.4% |
| 5Y | -8.8% | +791.6% | -800.4% | -69.8% |
| 10Y | +45.0% | +886.3% | -841.4% | -61.7% |
| All | +45.0% | +920.5% | -875.5% | -61.7% |
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