+9.7%
AMZN vs MOD
+45.0%
-35.3%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.3% | -4.5% | -0.4% |
| 7D | -3.0% | +9.6% | -12.6% | -3.6% |
| 30D | -5.2% | 0.0% | -5.2% | -5.3% |
| 3M | +1.9% | -35.4% | +37.2% | +4.4% |
| 6M | +19.2% | -7.3% | +26.5% | +17.9% |
| YTD | +12.0% | +45.8% | -33.8% | +6.1% |
| 1Y | +9.7% | +43.1% | -33.5% | +5.0% |
| All | +9.7% | +45.0% | -35.3% | +5.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling