-5.2%
ABNB vs MOD
+748.9%
-754.1%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | +5.7% | +6.0% | +10.6% |
| 7D | +15.6% | -25.5% | +41.1% | +20.9% |
| 30D | +18.3% | -49.0% | +67.3% | +32.4% |
| 3M | +25.3% | -49.8% | +75.1% | +39.8% |
| 6M | +35.8% | -64.8% | +100.6% | +59.5% |
| YTD | +40.0% | -27.6% | +67.6% | +36.1% |
| 1Y | +57.6% | -35.2% | +92.8% | +55.5% |
| 3Y | +60.8% | +137.1% | -76.4% | -4.3% |
| All | -5.2% | +748.9% | -754.1% | -69.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling