-38.7%
AA vs MOD
-65.4%
+26.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -7.3% | +2.0% | -3.7% |
| 7D | -3.7% | -34.2% | +30.5% | +5.3% |
| 30D | -10.8% | -51.9% | +41.1% | +6.3% |
| 3M | -19.1% | -53.0% | +34.0% | -3.4% |
| 6M | -38.7% | -66.4% | +27.7% | -19.0% |
| All | -38.7% | -65.4% | +26.7% | -19.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling