+3,189.6%
MOD vs AZO
+43,293.3%
-40,103.7%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.5% | +3.8% | +4.1% |
| 7D | +9.6% | +0.7% | +8.9% | +9.3% |
| 30D | 0.0% | -2.7% | +2.7% | +0.9% |
| 3M | -35.4% | -3.2% | -32.2% | -35.4% |
| 6M | -7.3% | -19.7% | +12.5% | -0.9% |
| YTD | +45.8% | -12.0% | +57.8% | +50.2% |
| 1Y | +43.1% | -29.5% | +72.7% | +59.4% |
| 3Y | +297.7% | +17.3% | +280.3% | +255.8% |
| 5Y | +1,478.8% | +94.1% | +1,384.7% | +1,052.4% |
| 10Y | +1,633.4% | +303.3% | +1,330.1% | +830.3% |
| All | +3,189.6% | +43,293.3% | -40,103.7% | +496.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling