+630.6%
ADI vs MOD
+1,005.7%
-375.2%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +9.9% | -1.3% | +6.4% |
| 7D | -4.4% | -13.9% | +9.5% | -1.7% |
| 30D | -2.8% | -41.5% | +38.7% | +8.3% |
| 3M | +1.5% | -45.7% | +47.3% | +14.4% |
| 6M | -4.7% | -61.1% | +56.4% | +14.5% |
| YTD | +46.8% | -20.5% | +67.3% | +50.3% |
| 1Y | +74.9% | -32.1% | +107.0% | +83.7% |
| 3Y | +147.4% | +146.5% | +1.0% | +87.9% |
| 5Y | +131.9% | +812.7% | -680.8% | +29.3% |
| 10Y | +630.6% | +966.8% | -336.3% | +312.8% |
| All | +630.6% | +1,005.7% | -375.2% | +312.8% |
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