+43.8%
EBAY vs MOD
-33.9%
+77.7%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +9.9% | -10.7% | -0.5% |
| 7D | 0.0% | -13.9% | +14.0% | -0.3% |
| 30D | +7.8% | -41.5% | +49.4% | +7.2% |
| 3M | +8.4% | -45.7% | +54.1% | +7.6% |
| 6M | +13.0% | -61.1% | +74.1% | +12.6% |
| YTD | +40.2% | -20.5% | +60.7% | +37.7% |
| All | +43.8% | -33.9% | +77.7% | +41.3% |
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