+1,569.7%
MOD vs AU
+676.5%
+893.2%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | 0.0% | -1.0% |
| 7D | +6.3% | -0.3% | +6.6% | +6.4% |
| 30D | -1.7% | +12.8% | -14.4% | -3.7% |
| 3M | -30.1% | +28.5% | -58.6% | -33.2% |
| 6M | +2.7% | +4.8% | -2.1% | +0.9% |
| YTD | +44.1% | +31.0% | +13.1% | +37.4% |
| 1Y | +38.7% | +81.4% | -42.7% | +28.1% |
| 3Y | +309.8% | +618.4% | -308.7% | +225.4% |
| 5Y | +1,569.7% | +686.3% | +883.4% | +1,131.9% |
| All | +1,569.7% | +676.5% | +893.2% | +1,131.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling