+31.1%
BABA vs MOD
+133.8%
-102.8%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -21.4% | +26.3% | +6.5% |
| 7D | +4.3% | -31.3% | +35.6% | +7.0% |
| 30D | -5.0% | -46.1% | +41.1% | -0.6% |
| 3M | -18.4% | -51.1% | +32.8% | -14.1% |
| 6M | -20.3% | -62.1% | +41.8% | -14.6% |
| YTD | -27.5% | -26.2% | -1.3% | -26.6% |
| 1Y | -35.3% | -32.6% | -2.8% | -34.3% |
| All | +31.1% | +133.8% | -102.8% | +13.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling