+710.1%
GOOG vs MOD
+822.6%
-112.5%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.2% | +1.7% |
| 7D | +4.8% | +16.1% | -11.3% | +2.7% |
| 30D | -15.5% | -38.5% | +23.0% | -10.4% |
| 3M | -13.7% | -46.8% | +33.1% | -7.0% |
| 6M | -23.0% | -61.6% | +38.6% | -14.2% |
| YTD | -5.7% | -20.5% | +14.8% | -6.3% |
| 1Y | +3.0% | -28.0% | +31.0% | +3.4% |
| 3Y | +122.4% | +134.9% | -12.5% | +79.3% |
| 5Y | +99.2% | +833.2% | -733.9% | +27.1% |
| All | +710.1% | +822.6% | -112.5% | +379.0% |
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