+19.3%
ARM vs MOD
-33.0%
+52.3%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -21.4% | +16.2% | +5.7% |
| 7D | -18.7% | -31.3% | +12.6% | -2.3% |
| 30D | -36.7% | -46.1% | +9.4% | -13.7% |
| 3M | -31.6% | -51.1% | +19.5% | -2.5% |
| 6M | -5.6% | -62.1% | +56.4% | +52.9% |
| YTD | +75.5% | -26.2% | +101.6% | +142.7% |
| 1Y | +19.3% | -32.6% | +51.9% | +66.6% |
| All | +19.3% | -33.0% | +52.3% | +66.6% |
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