+12.2%
AMZN vs MOD
-6.2%
+18.4%
-19.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +27.9% | -28.2% | -1.6% |
| 7D | +2.8% | +40.4% | -37.6% | +0.9% |
| 30D | +5.0% | -14.0% | +19.0% | +6.0% |
| 3M | +0.6% | -33.3% | +33.9% | +3.2% |
| 6M | -1.3% | -51.4% | +50.1% | +2.3% |
| YTD | +15.5% | +1.6% | +13.9% | +14.3% |
| 1Y | +12.2% | +5.4% | +6.9% | +9.9% |
| All | +12.2% | -6.2% | +18.4% | +9.9% |
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 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