+56.7%
TSLA vs MOD
+116.8%
-60.1%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -7.3% | -3.5% | -8.5% |
| 7D | -14.8% | -34.2% | +19.4% | -3.9% |
| 30D | -9.7% | -51.9% | +42.2% | +11.8% |
| 3M | +6.9% | -53.0% | +59.9% | +32.2% |
| 6M | -11.7% | -66.4% | +54.6% | +19.3% |
| YTD | -23.6% | -31.5% | +8.0% | -21.4% |
| 1Y | -25.6% | -39.6% | +13.9% | -21.2% |
| All | +56.7% | +116.8% | -60.1% | -7.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling