+906.4%
MOD vs AR
+44.3%
+862.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.8% | +6.5% | +5.9% |
| 7D | -25.5% | -14.3% | -11.3% | -22.2% |
| 30D | -49.0% | +1.4% | -50.4% | -49.1% |
| 3M | -49.8% | +3.4% | -53.2% | -50.4% |
| 6M | -64.8% | -2.1% | -62.7% | -64.9% |
| YTD | -27.6% | +4.7% | -32.3% | -30.1% |
| 1Y | -35.2% | +10.6% | -45.8% | -38.5% |
| 3Y | +137.1% | +24.6% | +112.6% | +118.6% |
| 5Y | +760.3% | +71.9% | +688.4% | +585.8% |
| All | +906.4% | +44.3% | +862.0% | +476.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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