+100.3%
MOD vs AMRZ
-13.6%
+113.9%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.4% | +4.7% | +4.5% |
| 7D | +9.6% | -1.9% | +11.5% | +10.6% |
| 30D | 0.0% | -16.9% | +17.0% | +9.4% |
| 3M | -35.4% | -19.2% | -16.2% | -28.4% |
| 6M | -7.3% | -29.3% | +22.0% | +9.1% |
| YTD | +45.8% | -18.0% | +63.8% | +61.9% |
| 1Y | +43.1% | -15.1% | +58.2% | +55.0% |
| All | +100.3% | -13.6% | +113.9% | +110.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling