+651.8%
GOOGL vs MOD
+881.6%
-229.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.9% | +2.6% | +0.1% |
| 7D | +2.6% | -17.8% | +20.5% | +4.7% |
| 30D | -18.3% | -43.2% | +25.0% | -12.4% |
| 3M | -19.6% | -46.0% | +26.5% | -13.6% |
| 6M | -28.2% | -62.2% | +34.0% | -19.9% |
| YTD | -8.0% | -22.8% | +14.8% | -8.2% |
| 1Y | -0.7% | -35.5% | +34.8% | +1.2% |
| 3Y | +118.8% | +128.2% | -9.4% | +77.4% |
| 5Y | +98.9% | +791.6% | -692.8% | +28.1% |
| All | +651.8% | +881.6% | -229.8% | +346.6% |
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