+391.7%
APP vs MOD
+1,169.0%
-777.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +4.3% | -2.1% | +0.9% |
| 7D | +0.9% | +9.6% | -8.7% | -2.0% |
| 30D | -23.3% | 0.0% | -23.3% | -23.6% |
| 3M | -42.6% | -35.4% | -7.3% | -35.7% |
| 6M | -33.6% | -7.3% | -26.3% | -35.7% |
| YTD | -52.4% | +45.8% | -98.2% | -61.4% |
| 1Y | -35.9% | +43.1% | -79.0% | -48.5% |
| 3Y | +642.2% | +297.7% | +344.5% | +326.5% |
| 5Y | +311.1% | +1,478.8% | -1,167.7% | +47.3% |
| All | +391.7% | +1,169.0% | -777.3% | +73.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling