+8.6%
AA vs MOD
-37.3%
+45.9%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +5.7% | -2.8% | +1.7% |
| 7D | +0.9% | -25.5% | +26.4% | +6.2% |
| 30D | -6.7% | -49.0% | +42.3% | +6.7% |
| 3M | -16.3% | -49.8% | +33.5% | -4.4% |
| 6M | -37.1% | -64.8% | +27.7% | -22.8% |
| YTD | -25.0% | -27.6% | +2.6% | -19.3% |
| 1Y | +8.6% | -35.2% | +43.8% | +18.5% |
| All | +8.6% | -37.3% | +45.9% | +18.5% |
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