-35.2%
MOD vs AR
+8.4%
-43.6%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.8% | +6.5% | +5.7% |
| 7D | -25.5% | -14.3% | -11.3% | -26.5% |
| 30D | -49.0% | +1.4% | -50.4% | -48.2% |
| 3M | -49.8% | +3.4% | -53.2% | -48.9% |
| 6M | -64.8% | -2.1% | -62.7% | -64.0% |
| YTD | -27.6% | +4.7% | -32.3% | -28.9% |
| 1Y | -35.2% | +10.6% | -45.8% | -37.5% |
| All | -35.2% | +8.4% | -43.6% | -37.5% |
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