+31.5%
ABNB vs MOD
+801.1%
-769.6%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +9.9% | -9.7% | -1.5% |
| 7D | +11.2% | -13.9% | +25.1% | +13.1% |
| 30D | +14.7% | -41.5% | +56.3% | +24.4% |
| 3M | +6.9% | -45.7% | +52.6% | +16.7% |
| 6M | +34.5% | -61.1% | +95.6% | +53.4% |
| YTD | +40.2% | -20.5% | +60.7% | +34.8% |
| 1Y | +57.4% | -32.1% | +89.5% | +55.2% |
| 3Y | +64.7% | +146.5% | -81.7% | +7.4% |
| 5Y | -2.3% | +812.7% | -815.0% | -59.3% |
| All | +31.5% | +801.1% | -769.6% | -38.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling