-36.6%
AUR vs MOD
+1,050.5%
-1,087.1%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.3% | -4.0% | -1.3% |
| 7D | +8.7% | +9.6% | -0.8% | +5.1% |
| 30D | -5.2% | 0.0% | -5.3% | -5.1% |
| 3M | -7.3% | -35.4% | +28.1% | +7.2% |
| 6M | +41.2% | -7.3% | +48.5% | +40.5% |
| YTD | +65.1% | +45.8% | +19.3% | +35.5% |
| 1Y | +13.4% | +43.1% | -29.7% | -8.3% |
| 3Y | +98.1% | +297.7% | -199.5% | +3.6% |
| 5Y | -36.0% | +1,478.8% | -1,514.8% | -80.0% |
| All | -36.6% | +1,050.5% | -1,087.1% | -80.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling