+4.4%
GOOGL vs MOD
-33.0%
+37.3%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -21.4% | +24.6% | +5.2% |
| 7D | -11.1% | -31.3% | +20.3% | -8.0% |
| 30D | -16.6% | -46.1% | +29.5% | -11.7% |
| 3M | -23.4% | -51.1% | +27.7% | -18.4% |
| 6M | -24.5% | -62.1% | +37.5% | -18.0% |
| YTD | -7.5% | -26.2% | +18.7% | -9.5% |
| 1Y | +4.4% | -32.6% | +36.9% | +2.5% |
| All | +4.4% | -33.0% | +37.3% | +2.5% |
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