+852.0%
MOD vs ACWI
+219.2%
+632.8%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -3.8% | -3.5% | -1.0% |
| 7D | -34.2% | -4.0% | -30.1% | -29.9% |
| 30D | -51.9% | -5.8% | -46.1% | -46.9% |
| 3M | -53.0% | -5.0% | -48.0% | -48.7% |
| 6M | -66.4% | +0.7% | -67.1% | -65.9% |
| YTD | -31.5% | +8.4% | -40.0% | -37.6% |
| 1Y | -39.6% | +10.1% | -49.7% | -45.7% |
| 3Y | +116.8% | +70.8% | +46.1% | +9.6% |
| 5Y | +713.8% | +55.4% | +658.4% | +379.8% |
| All | +852.0% | +219.2% | +632.8% | +139.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling