+31.3%
ABNB vs MOD
+720.1%
-688.8%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | +5.7% | +6.0% | +10.7% |
| 7D | +15.6% | -25.5% | +41.1% | +20.5% |
| 30D | +18.3% | -49.0% | +67.3% | +31.4% |
| 3M | +25.3% | -49.8% | +75.1% | +38.8% |
| 6M | +35.8% | -64.8% | +100.6% | +57.6% |
| YTD | +40.0% | -27.6% | +67.6% | +36.9% |
| 1Y | +57.6% | -35.2% | +92.8% | +56.3% |
| 3Y | +60.8% | +137.1% | -76.4% | +5.1% |
| 5Y | -5.8% | +760.3% | -766.1% | -60.1% |
| All | +31.3% | +720.1% | -688.8% | -37.8% |
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