-7.5%
TSCO vs MOD
+1,517.1%
-1,524.7%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -3.3% | -0.3% | -3.4% |
| 7D | -2.5% | +3.6% | -6.1% | -2.7% |
| 30D | -1.1% | -2.6% | +1.5% | -1.0% |
| 3M | +14.3% | -33.1% | +47.4% | +17.5% |
| 6M | -31.9% | -7.5% | -24.4% | -32.8% |
| YTD | -30.7% | +39.3% | -70.0% | -34.8% |
| 1Y | -41.1% | +34.3% | -75.3% | -44.8% |
| 3Y | -17.1% | +296.2% | -313.3% | -37.2% |
| 5Y | -7.5% | +1,504.6% | -1,512.1% | -48.5% |
| All | -7.5% | +1,517.1% | -1,524.7% | -48.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling