+140.8%
ADI vs MOD
+815.4%
-674.7%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.2% |
| 7D | +13.4% | +16.1% | -2.7% | +9.4% |
| 30D | -1.3% | -38.5% | +37.2% | +10.0% |
| 3M | +6.8% | -46.8% | +53.6% | +22.5% |
| 6M | -1.9% | -61.6% | +59.7% | +20.5% |
| YTD | +52.3% | -20.5% | +72.8% | +56.8% |
| 1Y | +71.6% | -28.0% | +99.7% | +79.4% |
| 3Y | +148.9% | +134.9% | +14.0% | +82.8% |
| 5Y | +140.8% | +833.2% | -692.4% | +18.0% |
| All | +140.8% | +815.4% | -674.7% | +18.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling