-15.5%
AA vs MOD
+720.4%
-735.9%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -7.3% | +2.0% | -3.2% |
| 7D | -3.7% | -34.2% | +30.5% | +7.5% |
| 30D | -10.8% | -51.9% | +41.1% | +9.1% |
| 3M | -19.1% | -53.0% | +34.0% | -1.0% |
| 6M | -38.7% | -66.4% | +27.7% | -18.3% |
| YTD | -27.1% | -31.5% | +4.4% | -24.3% |
| 1Y | +8.3% | -39.6% | +47.9% | +15.8% |
| 3Y | +49.6% | +116.8% | -67.3% | -6.2% |
| 5Y | -15.5% | +713.8% | -729.3% | -67.5% |
| All | -15.5% | +720.4% | -735.9% | -67.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling