+1,064.5%
MOD vs AU
+818.2%
+246.2%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +27.9% | -1.5% | +29.4% | +28.0% |
| 7D | +40.4% | -7.2% | +47.6% | +41.1% |
| 30D | -14.0% | -2.9% | -11.1% | -13.9% |
| 3M | -33.3% | -8.7% | -24.7% | -32.9% |
| 6M | -51.4% | -14.1% | -37.3% | -51.1% |
| YTD | +1.6% | +4.8% | -3.2% | +1.5% |
| 1Y | +5.4% | +11.9% | -6.5% | +5.1% |
| 3Y | +191.0% | +513.8% | -322.8% | +183.1% |
| 5Y | +1,093.1% | +379.3% | +713.9% | +1,040.3% |
| All | +1,064.5% | +818.2% | +246.2% | +1,083.7% |
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