+316.8%
APP vs MOD
+542.5%
-225.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -21.4% | +32.1% | +16.9% |
| 7D | +4.5% | -31.3% | +35.9% | +15.1% |
| 30D | -3.6% | -46.1% | +42.5% | +13.8% |
| 3M | -35.3% | -51.1% | +15.9% | -21.9% |
| 6M | -42.8% | -62.1% | +19.3% | -27.7% |
| YTD | -59.7% | -26.2% | -33.5% | -60.8% |
| 1Y | -55.4% | -32.6% | -22.8% | -55.6% |
| 3Y | +592.0% | +133.8% | +458.2% | +362.6% |
| 5Y | +175.7% | +792.8% | -617.0% | +18.6% |
| All | +316.8% | +542.5% | -225.7% | +76.0% |
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 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