+19.2%
BABA vs MOD
+665.8%
-646.6%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -21.4% | +26.3% | +7.9% |
| 7D | +4.3% | -31.3% | +35.6% | +9.3% |
| 30D | -5.0% | -46.1% | +41.1% | +3.0% |
| 3M | -18.4% | -51.1% | +32.8% | -10.7% |
| 6M | -20.3% | -62.1% | +41.8% | -10.4% |
| YTD | -27.5% | -26.2% | -1.3% | -27.0% |
| 1Y | -35.3% | -32.6% | -2.8% | -34.4% |
| 3Y | +31.2% | +133.8% | -102.7% | +0.9% |
| 5Y | -32.1% | +792.8% | -824.9% | -60.5% |
| 10Y | +14.7% | +959.8% | -945.1% | -41.2% |
| All | +19.2% | +665.8% | -646.6% | -35.2% |
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 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