+51.4%
ANET vs MOD
-6.2%
+57.6%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +27.9% | -32.4% | -12.4% |
| 7D | +15.5% | +40.4% | -24.9% | +2.8% |
| 30D | +1.0% | -14.0% | +15.0% | +4.7% |
| 3M | -3.1% | -33.3% | +30.2% | +8.9% |
| 6M | +40.2% | -51.4% | +91.6% | +72.7% |
| YTD | +50.6% | +1.6% | +49.0% | +48.9% |
| 1Y | +51.4% | +5.4% | +46.0% | +46.5% |
| All | +51.4% | -6.2% | +57.6% | +46.5% |
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