+146.5%
MOD vs ACI
-33.3%
+179.8%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +0.9% | +8.9% | +10.1% |
| 7D | -13.9% | -5.9% | -8.0% | -14.8% |
| 30D | -41.5% | +7.2% | -48.8% | -40.7% |
| 3M | -45.7% | +8.8% | -54.6% | -44.8% |
| 6M | -61.1% | -17.2% | -43.9% | -61.1% |
| YTD | -20.5% | -21.3% | +0.8% | -20.6% |
| 1Y | -32.1% | -23.7% | -8.4% | -32.2% |
| 3Y | +146.5% | -32.8% | +179.3% | +136.2% |
| All | +146.5% | -33.3% | +179.8% | +136.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling