+1,064.5%
MOD vs AME
+444.5%
+620.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +27.9% | +0.4% | +27.4% | +27.3% |
| 7D | +40.4% | +5.9% | +34.5% | +32.0% |
| 30D | -14.0% | -1.9% | -12.1% | -10.4% |
| 3M | -33.3% | -5.4% | -28.0% | -27.7% |
| 6M | -51.4% | +4.9% | -56.3% | -52.2% |
| YTD | +1.6% | +18.5% | -16.9% | -10.9% |
| 1Y | +5.4% | +25.5% | -20.1% | -12.7% |
| 3Y | +191.0% | +63.0% | +128.0% | +89.9% |
| 5Y | +1,093.1% | +78.3% | +1,014.8% | +631.7% |
| All | +1,064.5% | +444.5% | +620.0% | +198.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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