+155.5%
AWK vs MOD
+911.6%
-756.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +5.7% | -7.1% | -1.4% |
| 7D | +4.1% | -25.5% | +29.6% | +4.3% |
| 30D | +18.0% | -49.0% | +67.0% | +18.8% |
| 3M | +12.2% | -49.8% | +62.0% | +13.0% |
| 6M | +21.2% | -64.8% | +86.0% | +22.6% |
| YTD | +17.6% | -27.6% | +45.2% | +16.5% |
| 1Y | +19.2% | -35.2% | +54.4% | +18.3% |
| 3Y | +26.7% | +137.1% | -110.4% | +15.3% |
| 5Y | -1.3% | +760.3% | -761.6% | -17.5% |
| All | +155.5% | +911.6% | -756.1% | +95.4% |
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 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