+137.7%
MKSI vs MOD
+25.1%
+112.6%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.6% | +1.3% | -0.3% |
| 7D | +4.9% | -3.9% | +8.8% | +7.2% |
| 30D | -11.0% | -9.6% | -1.4% | -5.8% |
| 3M | -17.1% | -30.6% | +13.5% | +2.1% |
| 6M | +16.4% | -10.9% | +27.4% | +26.5% |
| YTD | +64.3% | +34.3% | +30.0% | +47.6% |
| 1Y | +137.7% | +18.3% | +119.4% | +122.5% |
| All | +137.7% | +25.1% | +112.6% | +122.5% |
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 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