+30.5%
AAPL vs MOD
-33.9%
+64.4%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +9.9% | -7.4% | +2.3% |
| 7D | +3.7% | -13.9% | +17.6% | +3.6% |
| 30D | +4.2% | -41.5% | +45.7% | +5.2% |
| 3M | +12.0% | -45.7% | +57.8% | +13.3% |
| 6M | +19.8% | -61.1% | +80.9% | +22.7% |
| YTD | +29.3% | -20.5% | +49.8% | +25.8% |
| All | +30.5% | -33.9% | +64.4% | +27.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 1y: compounded portfolio wealth divided by compounded MOD 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…
1y analysis · Full analysis span regression · 6 months rolling