+635.3%
GOOG vs MOD
+1,005.7%
-370.4%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +9.9% | -9.1% | -0.6% |
| 7D | +2.9% | -13.9% | +16.8% | +4.3% |
| 30D | -17.8% | -41.5% | +23.8% | -12.2% |
| 3M | -19.0% | -45.7% | +26.7% | -13.1% |
| 6M | -27.9% | -61.1% | +33.2% | -19.9% |
| YTD | -8.7% | -20.5% | +11.8% | -9.2% |
| 1Y | +2.5% | -32.1% | +34.6% | +3.8% |
| 3Y | +119.2% | +146.5% | -27.2% | +76.1% |
| 5Y | +93.4% | +812.7% | -719.3% | +24.5% |
| 10Y | +635.3% | +966.8% | -331.5% | +350.2% |
| All | +635.3% | +1,005.7% | -370.4% | +350.2% |
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 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