+22.3%
BABA vs MOD
+610.1%
-587.8%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -7.3% | +9.9% | +3.7% |
| 7D | +8.6% | -34.2% | +42.7% | +14.4% |
| 30D | -1.1% | -51.9% | +50.8% | +8.9% |
| 3M | -15.9% | -53.0% | +37.1% | -7.6% |
| 6M | -17.5% | -66.4% | +48.8% | -5.8% |
| YTD | -25.6% | -31.5% | +6.0% | -24.4% |
| 1Y | -33.8% | -39.6% | +5.7% | -31.9% |
| 3Y | +34.6% | +116.8% | -82.2% | +4.6% |
| 5Y | -27.7% | +713.8% | -741.5% | -57.4% |
| 10Y | +17.7% | +882.7% | -865.0% | -39.0% |
| All | +22.3% | +610.1% | -587.8% | -32.9% |
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