+8.7%
AA vs MOD
-33.9%
+42.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +9.9% | -4.1% | +3.7% |
| 7D | +4.8% | -13.9% | +18.7% | +7.0% |
| 30D | -0.6% | -41.5% | +40.9% | +10.3% |
| 3M | -16.3% | -45.7% | +29.5% | -6.0% |
| 6M | -33.4% | -61.1% | +27.7% | -20.1% |
| YTD | -20.7% | -20.5% | -0.2% | -16.3% |
| All | +8.7% | -33.9% | +42.6% | +19.3% |
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