+37,071.1%
ADI vs MOD
+3,565.2%
+33,505.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.3% | -2.7% | +0.7% |
| 7D | +0.4% | +9.6% | -9.2% | -1.6% |
| 30D | -3.8% | 0.0% | -3.8% | -3.9% |
| 3M | -15.3% | -35.4% | +20.1% | -7.1% |
| 6M | +6.7% | -7.3% | +14.0% | +7.1% |
| YTD | +34.8% | +45.8% | -11.0% | +21.0% |
| 1Y | +49.0% | +43.1% | +5.9% | +32.7% |
| 3Y | +108.1% | +297.7% | -189.6% | +38.1% |
| 5Y | +142.4% | +1,478.8% | -1,336.3% | +12.7% |
| 10Y | +589.9% | +1,633.4% | -1,043.5% | +166.8% |
| All | +37,071.1% | +3,565.2% | +33,505.9% | +9,424.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling