+37,205.6%
ADI vs MOD
+1,638.7%
+35,566.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +5.7% | -5.0% | -0.6% |
| 7D | -12.8% | -25.5% | +12.7% | -7.4% |
| 30D | -11.3% | -49.0% | +37.7% | +2.3% |
| 3M | -3.4% | -49.8% | +46.5% | +11.4% |
| 6M | -12.0% | -64.8% | +52.7% | +8.9% |
| YTD | +35.3% | -27.6% | +62.9% | +40.5% |
| 1Y | +58.1% | -35.2% | +93.3% | +67.0% |
| 3Y | +127.4% | +137.1% | -9.8% | +68.5% |
| 5Y | +114.6% | +760.3% | -645.7% | +13.5% |
| 10Y | +589.3% | +938.8% | -349.5% | +196.5% |
| All | +37,205.6% | +1,638.7% | +35,566.9% | +11,053.4% |
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