+500.0%
APP vs MOD
+529.8%
-29.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +5.7% | +4.2% | +8.3% |
| 7D | +71.2% | -25.5% | +96.8% | +82.7% |
| 30D | +39.1% | -49.0% | +88.1% | +66.2% |
| 3M | +16.5% | -49.8% | +66.4% | +38.6% |
| 6M | -16.6% | -64.8% | +48.2% | +7.6% |
| YTD | -41.9% | -27.6% | -14.3% | -43.6% |
| 1Y | -37.0% | -35.2% | -1.8% | -36.8% |
| 3Y | +892.4% | +137.1% | +755.3% | +558.9% |
| 5Y | +297.3% | +760.3% | -463.0% | +70.9% |
| All | +500.0% | +529.8% | -29.8% | +153.5% |
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