+21.2%
ARM vs MOD
-35.4%
+56.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.9% | +0.3% | -1.0% |
| 7D | -10.4% | -17.8% | +7.5% | -1.9% |
| 30D | -31.8% | -43.2% | +11.4% | -9.1% |
| 3M | -32.2% | -46.0% | +13.8% | -7.5% |
| 6M | -14.9% | -62.2% | +47.3% | +38.0% |
| YTD | +66.0% | -22.8% | +88.8% | +125.6% |
| All | +21.2% | -35.4% | +56.6% | +68.3% |
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 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