+257.8%
ANET vs MOD
+138.1%
+119.7%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.9% | +2.3% | +0.5% |
| 7D | +8.9% | -17.8% | +26.7% | +15.8% |
| 30D | -14.6% | -43.2% | +28.6% | +5.5% |
| 3M | -3.4% | -46.0% | +42.6% | +20.8% |
| 6M | +30.5% | -62.2% | +92.8% | +85.2% |
| YTD | +41.2% | -22.8% | +64.0% | +44.3% |
| 1Y | +34.8% | -35.5% | +70.3% | +47.2% |
| 3Y | +257.8% | +128.2% | +129.6% | +146.4% |
| All | +257.8% | +138.1% | +119.7% | +146.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling