+53.6%
AA vs MOD
+1,005.7%
-952.1%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +9.9% | -4.1% | +2.5% |
| 7D | +4.8% | -13.9% | +18.7% | +8.7% |
| 30D | -0.6% | -41.5% | +40.9% | +16.9% |
| 3M | -16.3% | -45.7% | +29.5% | +0.1% |
| 6M | -33.4% | -61.1% | +27.7% | -12.4% |
| YTD | -20.7% | -20.5% | -0.2% | -21.4% |
| 1Y | +12.9% | -32.1% | +45.1% | +17.0% |
| 3Y | +75.7% | +146.5% | -70.8% | +1.6% |
| 5Y | -6.8% | +812.7% | -819.5% | -69.4% |
| 10Y | +53.6% | +966.8% | -913.2% | -60.2% |
| All | +53.6% | +1,005.7% | -952.1% | -60.2% |
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