+810.7%
MOD vs AU
+832.2%
-21.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.8% | +4.2% | -0.2% |
| 7D | +16.1% | -1.1% | +17.2% | +16.2% |
| 30D | -38.5% | -4.4% | -34.1% | -38.3% |
| 3M | -46.8% | -10.0% | -36.8% | -46.5% |
| 6M | -61.6% | -14.5% | -47.1% | -61.3% |
| YTD | -20.5% | +6.4% | -26.9% | -20.7% |
| 1Y | -28.0% | +7.7% | -35.7% | -28.2% |
| 3Y | +134.9% | +514.1% | -379.2% | +128.3% |
| 5Y | +833.2% | +386.5% | +446.6% | +791.1% |
| All | +810.7% | +832.2% | -21.4% | +825.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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