+15.6%
BABA vs MOD
+857.0%
-841.4%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -7.3% | +9.9% | +3.6% |
| 7D | +8.6% | -34.2% | +42.7% | +14.1% |
| 30D | -1.1% | -51.9% | +50.8% | +8.4% |
| 3M | -15.9% | -53.0% | +37.1% | -7.9% |
| 6M | -17.5% | -66.4% | +48.8% | -6.3% |
| YTD | -25.6% | -31.5% | +6.0% | -24.4% |
| 1Y | -33.8% | -39.6% | +5.7% | -32.0% |
| 3Y | +34.6% | +116.8% | -82.2% | +5.4% |
| 5Y | -27.7% | +713.8% | -741.5% | -56.9% |
| All | +15.6% | +857.0% | -841.4% | -25.2% |
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