+44.2%
ABNB vs MOD
-33.0%
+77.1%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -21.4% | +27.1% | +5.3% |
| 7D | +6.2% | -31.3% | +37.6% | +6.1% |
| 30D | +7.5% | -46.1% | +53.6% | +7.8% |
| 3M | +17.6% | -51.1% | +68.8% | +18.1% |
| 6M | +27.0% | -62.1% | +89.1% | +27.7% |
| YTD | +30.0% | -26.2% | +56.1% | +26.7% |
| 1Y | +44.2% | -32.6% | +76.7% | +40.9% |
| All | +44.2% | -33.0% | +77.1% | +40.9% |
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