+747.7%
MOD vs AU
+793.6%
-46.0%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.3% | +6.6% | +4.6% |
| 7D | +9.6% | -3.6% | +13.2% | +10.0% |
| 30D | 0.0% | +23.9% | -23.9% | -2.4% |
| 3M | -35.4% | +19.1% | -54.5% | -36.8% |
| 6M | -7.3% | -0.2% | -7.1% | -7.6% |
| YTD | +45.8% | +32.5% | +13.3% | +40.6% |
| 1Y | +43.1% | +96.9% | -53.8% | +32.7% |
| 3Y | +297.7% | +614.7% | -317.1% | +219.0% |
| 5Y | +1,478.8% | +647.7% | +831.0% | +1,134.1% |
| 10Y | +1,633.4% | +679.2% | +954.2% | +1,147.2% |
| All | +747.7% | +793.6% | -46.0% | +464.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling