+1,628.9%
MOD vs AZO
+46,994.3%
-45,365.3%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.6% | +2.9% | +3.3% |
| 7D | +8.2% | -2.6% | +10.9% | +9.3% |
| 30D | -38.2% | +11.7% | -49.9% | -41.2% |
| 3M | -46.2% | +6.4% | -52.6% | -48.1% |
| 6M | -62.5% | -5.5% | -57.0% | -62.8% |
| YTD | -20.1% | -4.5% | -15.6% | -21.1% |
| 1Y | -29.7% | -13.8% | -15.9% | -27.9% |
| 3Y | +136.2% | +19.8% | +116.4% | +107.7% |
| 5Y | +820.4% | +71.6% | +748.8% | +599.2% |
| 10Y | +839.8% | +331.5% | +508.3% | +386.8% |
| All | +1,628.9% | +46,994.3% | -45,365.3% | +200.7% |
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