+620.2%
ADI vs MOD
+1,079.7%
-459.5%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +27.9% | -30.6% | -8.7% |
| 7D | +9.5% | +40.4% | -31.0% | +0.8% |
| 30D | -1.4% | -14.0% | +12.6% | +0.3% |
| 3M | +4.7% | -33.3% | +38.1% | +11.9% |
| 6M | -7.4% | -51.4% | +44.0% | +5.0% |
| YTD | +48.1% | +1.6% | +46.4% | +42.4% |
| 1Y | +69.6% | +5.4% | +64.3% | +61.2% |
| 3Y | +144.4% | +191.0% | -46.6% | +77.0% |
| 5Y | +134.1% | +1,093.1% | -959.0% | +22.0% |
| All | +620.2% | +1,079.7% | -459.5% | +267.3% |
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