+9.2%
MOD vs AMRZ
-19.3%
+28.5%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.4% | +0.2% |
| 7D | +16.1% | -4.0% | +20.1% | +18.0% |
| 30D | -38.5% | +12.4% | -50.9% | -42.6% |
| 3M | -46.8% | -11.5% | -35.3% | -44.1% |
| 6M | -61.6% | -21.6% | -40.0% | -57.4% |
| YTD | -20.5% | -23.4% | +2.8% | -9.6% |
| 1Y | -28.0% | -17.2% | -10.9% | -19.3% |
| All | +9.2% | -19.3% | +28.5% | +17.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling