+27.9%
ABNB vs MOD
+300.6%
-272.8%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +4.3% | -6.1% | -2.4% |
| 7D | -4.0% | +9.6% | -13.5% | -5.2% |
| 30D | +19.3% | 0.0% | +19.3% | +19.0% |
| 3M | +36.1% | -35.4% | +71.4% | +43.8% |
| 6M | +34.2% | -7.3% | +41.5% | +31.6% |
| YTD | +34.1% | +45.8% | -11.7% | +19.5% |
| 1Y | +45.1% | +43.1% | +2.0% | +27.9% |
| All | +27.9% | +300.6% | -272.8% | -30.3% |
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