+636.2%
ADI vs MOD
+920.5%
-284.3%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.9% | +2.6% | +0.3% |
| 7D | -6.3% | -17.8% | +11.5% | -2.7% |
| 30D | -3.2% | -43.2% | +40.1% | +8.7% |
| 3M | +2.8% | -46.0% | +48.8% | +16.0% |
| 6M | -5.0% | -62.2% | +57.2% | +14.9% |
| YTD | +46.3% | -22.8% | +69.1% | +50.7% |
| 1Y | +71.6% | -35.5% | +107.1% | +82.2% |
| 3Y | +139.2% | +128.2% | +10.9% | +84.4% |
| 5Y | +136.4% | +791.6% | -655.2% | +32.3% |
| 10Y | +636.2% | +886.3% | -250.1% | +311.9% |
| All | +636.2% | +920.5% | -284.3% | +311.9% |
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