-54.0%
AUR vs MOD
+530.4%
-584.4%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.5% | -2.4% | -0.2% |
| 7D | +12.7% | +8.2% | +4.5% | +9.4% |
| 30D | -18.7% | -38.2% | +19.4% | -4.1% |
| 3M | -33.8% | -46.2% | +12.4% | -17.8% |
| 6M | -36.6% | -62.5% | +25.9% | -12.2% |
| YTD | +19.8% | -20.1% | +39.9% | +21.0% |
| 1Y | +8.0% | -29.7% | +37.7% | +12.9% |
| 3Y | +153.4% | +136.2% | +17.2% | +60.8% |
| 5Y | -54.0% | +820.4% | -874.4% | -82.3% |
| All | -54.0% | +530.4% | -584.4% | -82.4% |
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