-39.6%
MOD vs AR
+10.8%
-50.3%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -2.8% | -4.5% | -7.4% |
| 7D | -34.2% | -11.7% | -22.5% | -34.7% |
| 30D | -51.9% | +1.8% | -53.7% | -51.2% |
| 3M | -53.0% | +6.0% | -59.0% | -52.0% |
| 6M | -66.4% | -7.0% | -59.3% | -65.6% |
| YTD | -31.5% | +5.6% | -37.1% | -32.8% |
| 1Y | -39.6% | +10.8% | -50.4% | -41.7% |
| All | -39.6% | +10.8% | -50.3% | -41.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling