-32.6%
MOD vs ACWI
+14.9%
-47.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | +1.7% | -23.1% | -26.0% |
| 7D | -31.3% | -0.5% | -30.9% | -31.0% |
| 30D | -46.1% | -1.6% | -44.5% | -43.6% |
| 3M | -51.1% | -1.3% | -49.8% | -49.0% |
| 6M | -62.1% | +5.8% | -67.9% | -66.6% |
| YTD | -26.2% | +12.7% | -38.9% | -46.4% |
| 1Y | -32.6% | +15.0% | -47.6% | -53.3% |
| All | -32.6% | +14.9% | -47.4% | -53.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 1y: compounded portfolio wealth divided by compounded ACWI 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…
1y analysis · Full analysis span regression · 6 months rolling