-62.5%
MOD vs AZO
-6.9%
-55.6%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.6% | +2.9% | +4.0% |
| 7D | +8.2% | -2.6% | +10.9% | +5.7% |
| 30D | -38.2% | +11.7% | -49.9% | -32.3% |
| 3M | -46.2% | +6.4% | -52.6% | -43.0% |
| 6M | -62.5% | -5.5% | -57.0% | -63.1% |
| All | -62.5% | -6.9% | -55.6% | -63.1% |
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