+839.8%
MOD vs ALM
+2,084.7%
-1,244.9%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.2% | +3.2% | +3.5% |
| 7D | +8.2% | -7.2% | +15.4% | +8.9% |
| 30D | -38.2% | -26.4% | -11.8% | -36.8% |
| 3M | -46.2% | -38.6% | -7.6% | -44.5% |
| 6M | -62.5% | -61.0% | -1.6% | -60.4% |
| YTD | -20.1% | -7.4% | -12.7% | -19.0% |
| 1Y | -29.7% | +14.0% | -43.7% | -29.5% |
| 3Y | +136.2% | +844.4% | -708.2% | +112.7% |
| 5Y | +820.4% | +410.8% | +409.6% | +737.6% |
| 10Y | +839.8% | +2,084.7% | -1,244.9% | +826.3% |
| All | +839.8% | +2,084.7% | -1,244.9% | +826.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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