+852.0%
MOD vs AR
+45.5%
+806.5%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -2.8% | -4.5% | -6.5% |
| 7D | -34.2% | -11.7% | -22.5% | -31.7% |
| 30D | -51.9% | +1.8% | -53.7% | -52.0% |
| 3M | -53.0% | +6.0% | -59.0% | -53.9% |
| 6M | -66.4% | -7.0% | -59.3% | -66.1% |
| YTD | -31.5% | +5.6% | -37.1% | -34.0% |
| 1Y | -39.6% | +10.8% | -50.4% | -42.6% |
| 3Y | +116.8% | +19.3% | +97.5% | +101.9% |
| 5Y | +713.8% | +73.3% | +640.5% | +547.4% |
| All | +852.0% | +45.5% | +806.5% | +444.1% |
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