+25.7%
ABNB vs MOD
+1,552.5%
-1,526.7%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +4.3% | -6.1% | -2.6% |
| 7D | -4.0% | +9.6% | -13.5% | -5.6% |
| 30D | +19.3% | 0.0% | +19.3% | +19.0% |
| 3M | +36.1% | -35.4% | +71.4% | +45.5% |
| 6M | +34.2% | -7.3% | +41.5% | +31.4% |
| YTD | +34.1% | +45.8% | -11.7% | +17.8% |
| 1Y | +45.1% | +43.1% | +2.0% | +25.9% |
| 3Y | +37.1% | +297.7% | -260.6% | -16.2% |
| 5Y | +15.2% | +1,478.8% | -1,463.6% | -56.2% |
| All | +25.7% | +1,552.5% | -1,526.7% | -46.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling