-29.7%
MOD vs AZO
-13.3%
-16.4%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.6% | +2.9% | +3.6% |
| 7D | +8.2% | -2.6% | +10.9% | +7.5% |
| 30D | -38.2% | +11.7% | -49.9% | -37.2% |
| 3M | -46.2% | +6.4% | -52.6% | -45.4% |
| 6M | -62.5% | -5.5% | -57.0% | -61.1% |
| YTD | -20.1% | -4.5% | -15.6% | -14.5% |
| 1Y | -29.7% | -13.8% | -15.9% | -25.8% |
| All | -29.7% | -13.3% | -16.4% | -25.8% |
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