+25.2%
ABNB vs MOD
+805.5%
-780.4%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +3.5% | -6.6% | -3.7% |
| 7D | +2.7% | +8.2% | -5.5% | +1.3% |
| 30D | +10.8% | -38.2% | +48.9% | +18.9% |
| 3M | -2.1% | -46.2% | +44.1% | +7.1% |
| 6M | +32.2% | -62.5% | +94.7% | +52.0% |
| YTD | +33.5% | -20.1% | +53.6% | +28.2% |
| 1Y | +47.8% | -29.7% | +77.5% | +44.7% |
| 3Y | +53.3% | +136.2% | -82.9% | +1.1% |
| 5Y | -5.5% | +820.4% | -825.8% | -60.6% |
| All | +25.2% | +805.5% | -780.4% | -41.7% |
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