-37.5%
BABA vs MOD
-35.8%
-1.7%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.9% | +0.4% | -2.3% |
| 7D | +2.4% | -17.8% | +20.2% | +3.6% |
| 30D | -7.8% | -43.2% | +35.5% | -3.1% |
| 3M | -22.4% | -46.0% | +23.7% | -18.3% |
| 6M | -26.0% | -62.2% | +36.3% | -18.9% |
| YTD | -29.3% | -22.8% | -6.5% | -29.3% |
| 1Y | -37.5% | -35.5% | -2.0% | -37.2% |
| All | -37.5% | -35.8% | -1.7% | -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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling