+90.4%
AUR vs MOD
+312.9%
-222.6%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.2% | +3.9% | +3.2% |
| 7D | +19.2% | +6.3% | +12.9% | +16.3% |
| 30D | -7.8% | -1.7% | -6.1% | -7.1% |
| 3M | +4.0% | -30.1% | +34.1% | +17.9% |
| 6M | +45.0% | +2.7% | +42.3% | +38.0% |
| YTD | +69.5% | +44.1% | +25.5% | +35.4% |
| 1Y | +13.0% | +38.7% | -25.7% | -10.7% |
| 3Y | +90.4% | +309.8% | -219.4% | -30.8% |
| All | +90.4% | +312.9% | -222.6% | -30.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling