+1,982.2%
MOD vs ACI
+34.0%
+1,948.3%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +2.2% | -5.1% | -3.0% |
| 7D | -17.8% | -0.6% | -17.2% | -17.8% |
| 30D | -43.2% | +9.5% | -52.8% | -43.7% |
| 3M | -46.0% | +10.1% | -56.1% | -46.6% |
| 6M | -62.2% | -15.4% | -46.9% | -61.8% |
| YTD | -22.8% | -19.5% | -3.3% | -21.7% |
| 1Y | -35.5% | -21.0% | -14.5% | -34.5% |
| 3Y | +128.2% | -31.2% | +159.4% | +134.2% |
| 5Y | +791.6% | -40.6% | +832.2% | +817.5% |
| All | +1,982.2% | +34.0% | +1,948.3% | +1,973.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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