+52.0%
ABNB vs MOD
+137.0%
-85.0%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +3.5% | -6.6% | -3.5% |
| 7D | +2.7% | +8.2% | -5.5% | +1.7% |
| 30D | +10.8% | -38.2% | +48.9% | +16.5% |
| 3M | -2.1% | -46.2% | +44.1% | +4.4% |
| 6M | +32.2% | -62.5% | +94.7% | +46.4% |
| YTD | +33.5% | -20.1% | +53.6% | +27.7% |
| 1Y | +47.8% | -29.7% | +77.5% | +43.7% |
| All | +52.0% | +137.0% | -85.0% | -13.0% |
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