-13.3%
TSLA vs MOD
-33.0%
+19.7%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -21.4% | +18.1% | +0.9% |
| 7D | -4.7% | -31.3% | +26.6% | +2.1% |
| 30D | +1.7% | -46.1% | +47.8% | +14.2% |
| 3M | +17.7% | -51.1% | +68.8% | +34.1% |
| 6M | -1.9% | -62.1% | +60.2% | +16.8% |
| YTD | -14.3% | -26.2% | +11.8% | -8.8% |
| 1Y | -13.3% | -32.6% | +19.3% | -9.0% |
| All | -13.3% | -33.0% | +19.7% | -9.0% |
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