+541.3%
MOD vs AR
-32.8%
+574.1%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -2.8% | -4.5% | -6.6% |
| 7D | -34.2% | -11.7% | -22.5% | -31.8% |
| 30D | -51.9% | +1.8% | -53.7% | -52.0% |
| 3M | -53.0% | +6.0% | -59.0% | -53.8% |
| 6M | -66.4% | -7.0% | -59.3% | -66.1% |
| YTD | -31.5% | +5.6% | -37.1% | -33.9% |
| 1Y | -39.6% | +10.8% | -50.4% | -42.5% |
| 3Y | +116.8% | +19.3% | +97.5% | +102.5% |
| 5Y | +713.8% | +73.3% | +640.5% | +553.2% |
| 10Y | +882.7% | +47.6% | +835.1% | +474.0% |
| All | +541.3% | -32.8% | +574.1% | +329.5% |
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 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