+616.9%
GOOGL vs MOD
+911.6%
-294.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.7% | -4.9% | 0.0% |
| 7D | +1.8% | -25.5% | +27.3% | +5.3% |
| 30D | -18.8% | -49.0% | +30.3% | -11.7% |
| 3M | -20.3% | -49.8% | +29.5% | -13.6% |
| 6M | -28.4% | -64.8% | +36.4% | -19.4% |
| YTD | -8.8% | -27.6% | +18.8% | -8.2% |
| 1Y | +0.3% | -35.2% | +35.5% | +2.1% |
| 3Y | +120.7% | +137.1% | -16.4% | +78.5% |
| 5Y | +93.1% | +760.3% | -667.1% | +25.9% |
| All | +616.9% | +911.6% | -294.7% | +346.9% |
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