+72.2%
ADI vs MOD
-33.9%
+106.1%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +9.9% | -1.3% | +5.8% |
| 7D | -4.4% | -13.9% | +9.5% | -1.3% |
| 30D | -2.8% | -41.5% | +38.7% | +10.6% |
| 3M | +1.5% | -45.7% | +47.3% | +17.1% |
| 6M | -4.7% | -61.1% | +56.4% | +19.1% |
| YTD | +46.8% | -20.5% | +67.3% | +66.7% |
| All | +72.2% | -33.9% | +106.1% | +100.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling