-1.3%
GOOG vs MOD
-33.9%
+32.6%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +9.9% | -9.1% | -0.2% |
| 7D | +2.9% | -13.9% | +16.8% | +3.8% |
| 30D | -17.8% | -41.5% | +23.8% | -13.6% |
| 3M | -19.0% | -45.7% | +26.7% | -14.6% |
| 6M | -27.9% | -61.1% | +33.2% | -21.5% |
| YTD | -8.7% | -20.5% | +11.8% | -11.3% |
| All | -1.3% | -33.9% | +32.6% | -1.4% |
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