+579.4%
ADI vs MOD
+911.6%
-332.2%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +5.7% | -5.0% | -0.5% |
| 7D | -12.8% | -25.5% | +12.7% | -7.6% |
| 30D | -11.3% | -49.0% | +37.7% | +1.7% |
| 3M | -3.4% | -49.8% | +46.5% | +10.8% |
| 6M | -12.0% | -64.8% | +52.7% | +8.0% |
| YTD | +35.3% | -27.6% | +62.9% | +41.3% |
| 1Y | +58.1% | -35.2% | +93.3% | +67.6% |
| 3Y | +127.4% | +137.1% | -9.8% | +74.2% |
| 5Y | +114.6% | +760.3% | -645.7% | +21.3% |
| All | +579.4% | +911.6% | -332.2% | +292.2% |
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