+653.5%
APP vs MOD
+300.6%
+352.9%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +4.3% | -2.1% | +0.7% |
| 7D | +0.9% | +9.6% | -8.7% | -2.4% |
| 30D | -23.3% | 0.0% | -23.3% | -23.6% |
| 3M | -42.6% | -35.4% | -7.3% | -34.5% |
| 6M | -33.6% | -7.3% | -26.3% | -36.6% |
| YTD | -52.4% | +45.8% | -98.2% | -63.8% |
| 1Y | -35.9% | +43.1% | -79.0% | -52.0% |
| All | +653.5% | +300.6% | +352.9% | +207.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling