+191.0%
MOD vs AZO
+20.6%
+170.4%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +27.9% | +0.2% | +27.6% | +27.9% |
| 7D | +40.4% | +1.3% | +39.1% | +40.6% |
| 30D | -14.0% | +12.0% | -26.0% | -13.2% |
| 3M | -33.3% | +7.2% | -40.6% | -32.8% |
| 6M | -51.4% | -3.2% | -48.2% | -50.8% |
| YTD | +1.6% | -3.9% | +5.5% | +4.1% |
| 1Y | +5.4% | -14.7% | +20.0% | +7.8% |
| 3Y | +191.0% | +20.4% | +170.6% | +174.9% |
| All | +191.0% | +20.6% | +170.4% | +174.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling