+44.0%
ABNB vs MOD
+116.8%
-72.9%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -7.3% | +3.7% | -2.7% |
| 7D | +2.2% | -34.2% | +36.4% | +6.7% |
| 30D | +6.1% | -51.9% | +57.9% | +15.0% |
| 3M | +11.6% | -53.0% | +64.6% | +20.9% |
| 6M | +21.8% | -66.4% | +88.1% | +36.3% |
| YTD | +25.4% | -31.5% | +56.9% | +22.1% |
| 1Y | +38.9% | -39.6% | +78.4% | +37.2% |
| All | +44.0% | +116.8% | -72.9% | -23.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling