+906.4%
MOD vs ACWI
+219.0%
+687.3%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | 0.0% | +5.8% | +5.8% |
| 7D | -25.5% | -2.4% | -23.2% | -23.1% |
| 30D | -49.0% | -5.2% | -43.8% | -44.3% |
| 3M | -49.8% | -4.8% | -45.0% | -45.3% |
| 6M | -64.8% | -1.3% | -63.5% | -63.1% |
| YTD | -27.6% | +8.4% | -36.0% | -34.0% |
| 1Y | -35.2% | +11.0% | -46.2% | -42.5% |
| 3Y | +137.1% | +70.6% | +66.6% | +20.1% |
| 5Y | +760.3% | +55.3% | +705.0% | +407.5% |
| All | +906.4% | +219.0% | +687.3% | +153.8% |
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