+13.4%
TSCO vs MOD
-65.0%
+78.4%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.7% | -6.4% | +0.1% |
| 7D | +7.1% | -25.5% | +32.6% | +3.2% |
| 30D | +11.8% | -49.0% | +60.8% | +3.5% |
| 3M | +7.4% | -49.8% | +57.2% | -0.5% |
| 6M | +13.4% | -64.8% | +78.2% | +0.5% |
| All | +13.4% | -65.0% | +78.4% | +0.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling