+43.1%
MOD vs AZO
-28.9%
+72.0%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.5% | +3.8% | +4.4% |
| 7D | +9.6% | +0.7% | +8.9% | +9.7% |
| 30D | 0.0% | -2.7% | +2.7% | -0.2% |
| 3M | -35.4% | -3.2% | -32.2% | -35.3% |
| 6M | -7.3% | -19.7% | +12.5% | -5.4% |
| YTD | +45.8% | -12.0% | +57.8% | +52.8% |
| 1Y | +43.1% | -29.5% | +72.7% | +34.3% |
| All | +43.1% | -28.9% | +72.0% | +34.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AZO.
Daily Out/Under-Performance
Portfolio return minus AZO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZO 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 1y: compounded portfolio wealth divided by compounded AZO 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…
1y analysis · Full analysis span regression · 6 months rolling