-37.0%
APP vs MOD
-37.3%
+0.3%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +5.7% | +4.2% | +9.5% |
| 7D | +71.2% | -25.5% | +96.8% | +75.3% |
| 30D | +39.1% | -49.0% | +88.1% | +50.2% |
| 3M | +16.5% | -49.8% | +66.4% | +25.7% |
| 6M | -16.6% | -64.8% | +48.2% | -7.3% |
| YTD | -41.9% | -27.6% | -14.3% | -46.5% |
| 1Y | -37.0% | -35.2% | -1.8% | -40.2% |
| All | -37.0% | -37.3% | +0.3% | -40.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling