-9.0%
AUR vs MOD
-33.0%
+23.9%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -21.4% | +17.0% | +1.6% |
| 7D | -19.8% | -31.3% | +11.5% | -11.4% |
| 30D | -29.0% | -46.1% | +17.1% | -16.4% |
| 3M | -43.6% | -51.1% | +7.6% | -31.6% |
| 6M | -36.6% | -62.1% | +25.4% | -19.5% |
| YTD | +6.3% | -26.2% | +32.4% | +25.0% |
| 1Y | -9.0% | -32.6% | +23.5% | +7.9% |
| All | -9.0% | -33.0% | +23.9% | +7.9% |
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