-14.8%
AA vs MOD
+748.9%
-763.7%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +5.7% | -2.8% | +1.2% |
| 7D | +0.9% | -25.5% | +26.4% | +8.6% |
| 30D | -6.7% | -49.0% | +42.3% | +12.2% |
| 3M | -16.3% | -49.8% | +33.5% | +0.3% |
| 6M | -37.1% | -64.8% | +27.7% | -17.3% |
| YTD | -25.0% | -27.6% | +2.6% | -23.4% |
| 1Y | +8.6% | -35.2% | +43.8% | +13.7% |
| 3Y | +57.2% | +137.1% | -79.9% | -4.1% |
| All | -14.8% | +748.9% | -763.7% | -67.7% |
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