+2,161.7%
MKSI vs MOD
+908.7%
+1,253.0%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +4.3% | 0.0% | +2.8% |
| 7D | +1.8% | +9.6% | -7.8% | -1.3% |
| 30D | -16.8% | 0.0% | -16.8% | -16.7% |
| 3M | -21.1% | -35.4% | +14.3% | -8.0% |
| 6M | +10.8% | -7.3% | +18.1% | +14.4% |
| YTD | +63.3% | +45.8% | +17.5% | +44.0% |
| 1Y | +157.0% | +43.1% | +113.8% | +126.5% |
| 3Y | +163.7% | +297.7% | -133.9% | +62.3% |
| 5Y | +82.0% | +1,478.8% | -1,396.8% | -30.7% |
| 10Y | +467.2% | +1,633.4% | -1,166.2% | +70.6% |
| All | +2,161.7% | +908.7% | +1,253.0% | +457.6% |
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