+51,687.6%
TSCO vs MOD
+423.7%
+51,264.0%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.7% | -6.4% | -1.6% |
| 7D | +7.1% | -25.5% | +32.6% | +11.5% |
| 30D | +11.8% | -49.0% | +60.8% | +23.3% |
| 3M | +7.4% | -49.8% | +57.2% | +18.1% |
| 6M | +13.4% | -64.8% | +78.2% | +29.8% |
| YTD | -25.9% | -27.6% | +1.8% | -26.4% |
| 1Y | -29.9% | -35.2% | +5.3% | -29.6% |
| 3Y | -3.4% | +137.1% | -140.5% | -28.7% |
| 5Y | -9.4% | +760.3% | -769.7% | -50.1% |
| 10Y | +227.1% | +938.8% | -711.7% | +47.7% |
| All | +51,687.6% | +423.7% | +51,264.0% | +21,613.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling