+1,504.6%
MOD vs AZO
+86.9%
+1,417.6%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.4% | -1.9% | -3.0% |
| 7D | +3.6% | -0.8% | +4.4% | +3.8% |
| 30D | -2.6% | -5.1% | +2.5% | -1.5% |
| 3M | -33.1% | -7.2% | -25.9% | -32.3% |
| 6M | -7.5% | -20.7% | +13.2% | -2.2% |
| YTD | +39.3% | -14.2% | +53.5% | +43.8% |
| 1Y | +34.3% | -32.2% | +66.4% | +48.8% |
| 3Y | +296.2% | +11.1% | +285.1% | +244.2% |
| 5Y | +1,504.6% | +87.6% | +1,417.0% | +1,117.6% |
| All | +1,504.6% | +86.9% | +1,417.6% | +1,117.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling