-56.5%
AUR vs MOD
+748.9%
-805.4%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +5.7% | +3.7% | +7.2% |
| 7D | +1.1% | -25.5% | +26.7% | +12.2% |
| 30D | -22.9% | -49.0% | +26.1% | -1.1% |
| 3M | -35.0% | -49.8% | +14.9% | -16.1% |
| 6M | -39.3% | -64.8% | +25.4% | -12.5% |
| YTD | +14.8% | -27.6% | +42.5% | +20.1% |
| 1Y | +4.3% | -35.2% | +39.5% | +12.1% |
| 3Y | +125.0% | +137.1% | -12.1% | +32.9% |
| All | -56.5% | +748.9% | -805.4% | -85.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling