+620.3%
AMZN vs MOD
+915.9%
-295.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.5% | -5.2% | -2.2% |
| 7D | +0.1% | +8.2% | -8.2% | -1.0% |
| 30D | +2.6% | -38.2% | +40.7% | +8.1% |
| 3M | -2.2% | -46.2% | +44.0% | +4.5% |
| 6M | -1.0% | -62.5% | +61.5% | +9.6% |
| YTD | +15.3% | -20.1% | +35.4% | +14.3% |
| 1Y | +6.9% | -29.7% | +36.5% | +7.3% |
| 3Y | +85.4% | +136.2% | -50.8% | +54.5% |
| 5Y | +53.3% | +820.4% | -767.1% | +7.8% |
| 10Y | +620.3% | +839.8% | -219.5% | +382.9% |
| All | +620.3% | +915.9% | -295.6% | +382.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling