+466.9%
ANET vs MOD
+796.3%
-329.3%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.9% | +2.3% | +0.4% |
| 7D | +8.9% | -17.8% | +26.7% | +15.1% |
| 30D | -14.6% | -43.2% | +28.6% | +3.2% |
| 3M | -3.4% | -46.0% | +42.6% | +18.1% |
| 6M | +30.5% | -62.2% | +92.8% | +78.5% |
| YTD | +41.2% | -22.8% | +64.0% | +45.9% |
| 1Y | +34.8% | -35.5% | +70.3% | +47.3% |
| 3Y | +257.8% | +128.2% | +129.6% | +153.1% |
| 5Y | +466.9% | +791.6% | -324.7% | +153.9% |
| All | +466.9% | +796.3% | -329.3% | +153.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling