+16.0%
BABA vs MOD
+1,642.7%
-1,626.8%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.3% | -3.0% | +0.7% |
| 7D | -4.8% | +9.6% | -14.3% | -6.0% |
| 30D | -11.9% | 0.0% | -11.9% | -12.2% |
| 3M | -9.3% | -35.4% | +26.1% | -4.3% |
| 6M | -14.2% | -7.3% | -7.0% | -14.9% |
| YTD | -22.0% | +45.8% | -67.8% | -27.9% |
| 1Y | -12.7% | +43.1% | -55.9% | -19.8% |
| 3Y | +26.7% | +297.7% | -271.0% | -8.0% |
| 5Y | -29.3% | +1,478.8% | -1,508.1% | -61.5% |
| All | +16.0% | +1,642.7% | -1,626.8% | -37.2% |
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