+1,746.3%
MOD vs ACI
+34.5%
+1,711.8%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -3.6% | -3.6% | -7.1% |
| 7D | -34.2% | +3.5% | -37.7% | -34.3% |
| 30D | -51.9% | +16.8% | -68.6% | -52.5% |
| 3M | -53.0% | +13.1% | -66.2% | -53.6% |
| 6M | -66.4% | -15.6% | -50.7% | -65.9% |
| YTD | -31.5% | -19.2% | -12.3% | -30.6% |
| 1Y | -39.6% | -20.7% | -18.9% | -38.6% |
| 3Y | +116.8% | -33.4% | +150.2% | +124.1% |
| 5Y | +713.8% | -41.7% | +755.5% | +739.1% |
| All | +1,746.3% | +34.5% | +1,711.8% | +1,738.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling