+0.3%
GOOGL vs MOD
-37.3%
+37.6%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.7% | -4.9% | +0.2% |
| 7D | +1.8% | -25.5% | +27.3% | +4.2% |
| 30D | -18.8% | -49.0% | +30.3% | -13.6% |
| 3M | -20.3% | -49.8% | +29.5% | -15.5% |
| 6M | -28.4% | -64.8% | +36.4% | -21.5% |
| YTD | -8.8% | -27.6% | +18.8% | -10.6% |
| 1Y | +0.3% | -35.2% | +35.5% | -0.7% |
| All | +0.3% | -37.3% | +37.6% | -0.7% |
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