+446.2%
APP vs MOD
+495.8%
-49.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -7.3% | +38.3% | +33.1% |
| 7D | +39.7% | -34.2% | +73.8% | +54.7% |
| 30D | +27.7% | -51.9% | +79.6% | +55.0% |
| 3M | -14.8% | -53.0% | +38.3% | +3.3% |
| 6M | -25.5% | -66.4% | +40.8% | -2.9% |
| YTD | -47.2% | -31.5% | -15.6% | -47.9% |
| 1Y | -42.3% | -39.6% | -2.7% | -41.0% |
| 3Y | +806.8% | +116.8% | +690.0% | +515.5% |
| 5Y | +261.6% | +713.8% | -452.2% | +57.8% |
| All | +446.2% | +495.8% | -49.6% | +134.1% |
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