+653.2%
ADI vs MOD
+915.9%
-262.7%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +3.5% | +0.5% | +3.2% |
| 7D | +0.7% | +8.2% | -7.5% | -0.9% |
| 30D | +0.7% | -38.2% | +38.9% | +11.0% |
| 3M | +6.5% | -46.2% | +52.7% | +20.3% |
| 6M | -2.7% | -62.5% | +59.9% | +17.9% |
| YTD | +52.2% | -20.1% | +72.3% | +55.6% |
| 1Y | +77.5% | -29.7% | +107.1% | +85.1% |
| 3Y | +148.8% | +136.2% | +12.6% | +90.4% |
| 5Y | +142.9% | +820.4% | -677.5% | +35.0% |
| 10Y | +653.2% | +839.8% | -186.6% | +312.2% |
| All | +653.2% | +915.9% | -262.7% | +312.2% |
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