+73.8%
ALB vs MOD
+1,642.7%
-1,568.9%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +4.3% | -8.8% | -5.6% |
| 7D | -8.1% | +9.6% | -17.7% | -10.4% |
| 30D | +6.3% | 0.0% | +6.2% | +5.9% |
| 3M | -23.6% | -35.4% | +11.8% | -15.3% |
| 6M | -24.6% | -7.3% | -17.3% | -25.3% |
| YTD | -10.3% | +45.8% | -56.1% | -22.6% |
| 1Y | +61.5% | +43.1% | +18.3% | +38.0% |
| 3Y | -34.0% | +297.7% | -331.6% | -61.6% |
| 5Y | -44.6% | +1,478.8% | -1,523.3% | -79.6% |
| All | +73.8% | +1,642.7% | -1,568.9% | -43.8% |
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