-7.3%
MOD vs AZO
-18.6%
+11.4%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| 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% | -0.4% |
| 3M | -35.4% | -3.2% | -32.2% | -35.2% |
| 6M | -7.3% | -19.7% | +12.5% | +2.5% |
| All | -7.3% | -18.6% | +11.4% | +2.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling