+777.6%
MOD vs ACI
-39.5%
+817.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | +3.5% | -25.0% | -21.5% |
| 7D | -31.3% | +4.5% | -35.8% | -31.4% |
| 30D | -46.1% | +20.9% | -67.0% | -46.7% |
| 3M | -51.1% | +15.2% | -66.4% | -51.6% |
| 6M | -62.1% | -13.3% | -48.7% | -61.4% |
| YTD | -26.2% | -16.2% | -10.0% | -24.9% |
| 1Y | -32.6% | -16.9% | -15.7% | -31.4% |
| 3Y | +133.8% | -30.8% | +164.7% | +143.7% |
| All | +777.6% | -39.5% | +817.2% | +785.8% |
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