+808.1%
MOD vs AU
+835.7%
-27.6%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -5.6% | +2.7% | -2.5% |
| 7D | -17.8% | +15.3% | -33.1% | -18.7% |
| 30D | -43.2% | -0.3% | -42.9% | -43.2% |
| 3M | -46.0% | -2.9% | -43.2% | -45.9% |
| 6M | -62.2% | -10.7% | -51.6% | -62.1% |
| YTD | -22.8% | +14.0% | -36.8% | -23.3% |
| 1Y | -35.5% | +32.5% | -68.0% | -36.2% |
| 3Y | +128.2% | +557.9% | -429.7% | +120.5% |
| 5Y | +791.6% | +441.0% | +350.6% | +747.7% |
| All | +808.1% | +835.7% | -27.6% | +830.2% |
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