+1,359.3%
MOD vs ACWI
+356.8%
+1,002.4%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | 0.0% | +4.3% | +4.4% |
| 7D | +9.6% | +0.5% | +9.1% | +8.7% |
| 30D | 0.0% | +0.9% | -0.8% | -1.2% |
| 3M | -35.4% | +2.4% | -37.8% | -36.9% |
| 6M | -7.3% | +12.4% | -19.6% | -21.1% |
| YTD | +45.8% | +15.2% | +30.6% | +19.4% |
| 1Y | +43.1% | +22.7% | +20.4% | +7.1% |
| 3Y | +297.7% | +75.8% | +221.9% | +80.6% |
| 5Y | +1,478.8% | +67.7% | +1,411.0% | +683.4% |
| 10Y | +1,633.4% | +229.0% | +1,404.4% | +192.2% |
| All | +1,359.3% | +356.8% | +1,002.4% | +54.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling