-40.9%
TSCO vs MOD
+45.0%
-85.9%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.3% | -3.2% | +1.3% |
| 7D | +0.8% | +9.6% | -8.8% | +1.1% |
| 30D | +5.5% | 0.0% | +5.4% | +5.5% |
| 3M | +20.0% | -35.4% | +55.3% | +18.7% |
| 6M | -29.8% | -7.3% | -22.5% | -30.9% |
| YTD | -28.7% | +45.8% | -74.5% | -28.7% |
| 1Y | -40.9% | +43.1% | -84.1% | -40.6% |
| All | -40.9% | +45.0% | -85.9% | -40.6% |
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 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