+29.2%
ABNB vs MOD
+775.0%
-745.8%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.9% | +1.1% | -1.3% |
| 7D | +11.9% | -17.8% | +29.8% | +14.8% |
| 30D | +12.7% | -43.2% | +55.9% | +22.8% |
| 3M | +1.2% | -46.0% | +47.2% | +10.6% |
| 6M | +32.1% | -62.2% | +94.3% | +51.4% |
| YTD | +37.7% | -22.8% | +60.5% | +33.1% |
| 1Y | +55.5% | -35.5% | +91.0% | +54.8% |
| 3Y | +58.2% | +128.2% | -70.0% | +4.9% |
| 5Y | -2.8% | +791.6% | -794.4% | -59.3% |
| All | +29.2% | +775.0% | -745.8% | -39.5% |
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 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