+317.5%
MOD vs AU
+630.2%
-312.6%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.3% | +6.6% | +4.8% |
| 7D | +9.6% | -3.6% | +13.2% | +10.3% |
| 30D | 0.0% | +23.9% | -23.9% | -4.5% |
| 3M | -35.4% | +19.1% | -54.5% | -38.0% |
| 6M | -7.3% | -0.2% | -7.1% | -9.1% |
| YTD | +45.8% | +32.5% | +13.3% | +37.1% |
| 1Y | +43.1% | +96.9% | -53.8% | +29.2% |
| All | +317.5% | +630.2% | -312.6% | +221.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling