+156.5%
ACN vs MOD
+911.6%
-755.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +5.7% | -7.5% | -2.3% |
| 7D | +0.9% | -25.5% | +26.4% | +3.2% |
| 30D | +33.5% | -49.0% | +82.5% | +41.1% |
| 3M | +53.5% | -49.8% | +103.3% | +61.9% |
| 6M | +52.2% | -64.8% | +117.0% | +64.1% |
| YTD | -0.1% | -27.6% | +27.5% | -3.1% |
| 1Y | +11.0% | -35.2% | +46.2% | +8.6% |
| 3Y | -11.8% | +137.1% | -148.9% | -33.4% |
| 5Y | -22.8% | +760.3% | -783.1% | -54.1% |
| All | +156.5% | +911.6% | -755.2% | +42.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling