+7.5%
AMZN vs MOD
-33.9%
+41.4%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +9.9% | -6.9% | +2.3% |
| 7D | +8.7% | -13.9% | +22.6% | +9.2% |
| 30D | +1.7% | -41.5% | +43.2% | +5.4% |
| 3M | -2.8% | -45.7% | +43.0% | +1.1% |
| 6M | -2.1% | -61.1% | +59.0% | +3.1% |
| YTD | +15.6% | -20.5% | +36.1% | +14.8% |
| All | +7.5% | -33.9% | +41.4% | +8.7% |
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