+87.4%
MKSI vs MOD
+1,517.1%
-1,429.8%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.3% | +4.3% | +2.5% |
| 7D | +6.6% | +3.6% | +3.0% | +4.8% |
| 30D | -8.2% | -2.6% | -5.6% | -7.2% |
| 3M | -16.4% | -33.1% | +16.7% | +0.6% |
| 6M | +23.0% | -7.5% | +30.5% | +28.0% |
| YTD | +68.2% | +39.3% | +28.9% | +45.4% |
| 1Y | +148.6% | +34.3% | +114.3% | +115.9% |
| 3Y | +196.0% | +296.2% | -100.2% | +63.3% |
| 5Y | +87.4% | +1,504.6% | -1,417.2% | -42.2% |
| All | +87.4% | +1,517.1% | -1,429.8% | -42.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling