+5,911.1%
ANET vs MOD
+613.5%
+5,297.5%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.5% | +5.6% | +5.2% |
| 7D | +29.8% | +16.1% | +13.7% | +25.0% |
| 30D | +1.0% | -38.5% | +39.5% | +14.0% |
| 3M | -1.8% | -46.8% | +45.0% | +14.5% |
| 6M | +45.0% | -61.6% | +106.6% | +82.6% |
| YTD | +57.7% | -20.5% | +78.2% | +62.2% |
| 1Y | +53.1% | -28.0% | +81.1% | +60.7% |
| 3Y | +299.6% | +134.9% | +164.7% | +216.2% |
| 5Y | +528.8% | +833.2% | -304.4% | +266.1% |
| 10Y | +3,737.6% | +834.8% | +2,902.8% | +1,765.6% |
| All | +5,911.1% | +613.5% | +5,297.5% | +3,094.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling