+398.8%
EBAY vs MOD
+827.6%
-428.8%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.5% | -4.2% | -1.0% |
| 7D | -2.0% | +8.2% | -10.2% | -2.9% |
| 30D | +7.0% | -38.2% | +45.2% | +11.9% |
| 3M | +16.1% | -46.2% | +62.3% | +22.7% |
| 6M | +14.1% | -62.5% | +76.7% | +24.6% |
| YTD | +42.1% | -20.1% | +62.2% | +39.6% |
| 1Y | +42.4% | -29.7% | +72.1% | +41.4% |
| 3Y | +223.5% | +136.2% | +87.3% | +157.2% |
| 5Y | +82.8% | +820.4% | -737.6% | +15.9% |
| All | +398.8% | +827.6% | -428.8% | +201.9% |
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 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