+47.8%
AA vs MOD
+915.9%
-868.1%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +3.5% | -0.8% | +1.5% |
| 7D | +1.1% | +8.2% | -7.1% | -1.5% |
| 30D | -1.3% | -38.2% | +36.9% | +14.1% |
| 3M | -23.9% | -46.2% | +22.3% | -8.7% |
| 6M | -36.8% | -62.5% | +25.7% | -15.7% |
| YTD | -22.2% | -20.1% | -2.1% | -22.9% |
| 1Y | +10.4% | -29.7% | +40.0% | +13.0% |
| 3Y | +72.0% | +136.2% | -64.2% | +1.0% |
| 5Y | -15.6% | +820.4% | -836.0% | -72.4% |
| 10Y | +47.8% | +839.8% | -792.0% | -61.4% |
| All | +47.8% | +915.9% | -868.1% | -61.4% |
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 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