+6.1%
MOD vs AMRZ
-17.1%
+23.2%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.8% | -1.1% | -2.2% |
| 7D | -17.8% | +0.2% | -18.0% | -18.3% |
| 30D | -43.2% | +16.2% | -59.4% | -47.7% |
| 3M | -46.0% | -8.9% | -37.1% | -43.9% |
| 6M | -62.2% | -20.1% | -42.1% | -58.4% |
| YTD | -22.8% | -21.3% | -1.5% | -13.1% |
| 1Y | -35.5% | -12.6% | -22.8% | -28.7% |
| All | +6.1% | -17.1% | +23.2% | +13.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AMRZ.
Daily Out/Under-Performance
Portfolio return minus AMRZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMRZ 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 AMRZ 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