-30.8%
TSCO vs MOD
-35.8%
+5.1%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.9% | +3.2% | +0.1% |
| 7D | +6.8% | -17.8% | +24.7% | +5.6% |
| 30D | +11.3% | -43.2% | +54.5% | +8.2% |
| 3M | +9.1% | -46.0% | +55.1% | +5.9% |
| 6M | +24.2% | -62.2% | +86.4% | +18.9% |
| YTD | -23.5% | -22.8% | -0.7% | -24.3% |
| 1Y | -30.8% | -35.5% | +4.7% | -31.6% |
| All | -30.8% | -35.8% | +5.1% | -31.6% |
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