-54.5%
AUR vs MOD
+509.2%
-563.7%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.9% | +0.8% | -1.1% |
| 7D | +6.6% | -17.8% | +24.4% | +13.4% |
| 30D | -22.0% | -43.2% | +21.3% | -4.9% |
| 3M | -34.8% | -46.0% | +11.2% | -19.2% |
| 6M | -35.7% | -62.2% | +26.5% | -11.2% |
| YTD | +18.5% | -22.8% | +41.3% | +21.2% |
| 1Y | +4.4% | -35.5% | +39.8% | +12.8% |
| 3Y | +150.7% | +128.2% | +22.5% | +61.1% |
| 5Y | -53.6% | +791.6% | -845.2% | -81.9% |
| All | -54.5% | +509.2% | -563.7% | -82.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling