+1,266.0%
MOD vs AR
-27.2%
+1,293.3%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.7% | +5.0% | +4.5% |
| 7D | +9.6% | +2.5% | +7.1% | +8.9% |
| 30D | 0.0% | +14.8% | -14.8% | -3.6% |
| 3M | -35.4% | +6.2% | -41.6% | -36.8% |
| 6M | -7.3% | +4.3% | -11.6% | -9.7% |
| YTD | +45.8% | +14.4% | +31.4% | +38.0% |
| 1Y | +43.1% | +21.3% | +21.8% | +32.8% |
| 3Y | +297.7% | +39.8% | +257.9% | +256.6% |
| 5Y | +1,478.8% | +142.1% | +1,336.7% | +1,063.5% |
| 10Y | +1,633.4% | +52.0% | +1,581.3% | +901.3% |
| All | +1,266.0% | -27.2% | +1,293.3% | +797.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling