+291.9%
AA vs MOD
+3,565.2%
-3,273.4%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +4.3% | -6.4% | -3.4% |
| 7D | -0.7% | +9.6% | -10.3% | -3.5% |
| 30D | +5.0% | 0.0% | +5.0% | +4.8% |
| 3M | -35.8% | -35.4% | -0.5% | -27.8% |
| 6M | -18.4% | -7.3% | -11.1% | -19.0% |
| YTD | -5.5% | +45.8% | -51.3% | -19.3% |
| 1Y | +61.0% | +43.1% | +17.8% | +36.3% |
| 3Y | +66.2% | +297.7% | -231.5% | -4.9% |
| 5Y | +11.4% | +1,478.8% | -1,467.4% | -59.8% |
| 10Y | +116.9% | +1,633.4% | -1,516.5% | -33.4% |
| All | +291.9% | +3,565.2% | -3,273.4% | -5.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling