+753.4%
MOD vs ACI
-43.3%
+796.8%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -3.4% | +9.1% | +5.8% |
| 7D | -25.5% | -2.2% | -23.3% | -25.5% |
| 30D | -49.0% | +10.3% | -59.3% | -49.5% |
| 3M | -49.8% | +7.2% | -57.0% | -50.2% |
| 6M | -64.8% | -18.0% | -46.8% | -64.2% |
| YTD | -27.6% | -22.0% | -5.7% | -26.3% |
| 1Y | -35.2% | -23.4% | -11.8% | -33.9% |
| 3Y | +137.1% | -35.8% | +173.0% | +147.7% |
| All | +753.4% | -43.3% | +796.8% | +757.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling