+3,847.4%
ANET vs MOD
+1,553.3%
+2,294.1%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +5.6% | 0.0% | +4.2% |
| 7D | +3.0% | -2.8% | +5.8% | +3.7% |
| 30D | -5.2% | -5.1% | -0.1% | -4.0% |
| 3M | +27.6% | -30.3% | +57.9% | +39.1% |
| 6M | +44.4% | -5.6% | +50.0% | +45.0% |
| YTD | +52.3% | +41.8% | +10.5% | +36.9% |
| 1Y | +30.4% | +28.9% | +1.5% | +18.9% |
| 3Y | +313.3% | +304.1% | +9.1% | +194.2% |
| 5Y | +810.0% | +1,575.2% | -765.2% | +395.1% |
| All | +3,847.4% | +1,553.3% | +2,294.1% | +1,879.9% |
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