+713.8%
MOD vs MAS
+41.7%
+672.1%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -3.4% | -3.8% | -5.0% |
| 7D | -34.2% | +4.6% | -38.7% | -37.0% |
| 30D | -51.9% | +19.9% | -71.8% | -58.6% |
| 3M | -53.0% | +8.9% | -61.9% | -56.9% |
| 6M | -66.4% | +20.2% | -86.5% | -71.5% |
| YTD | -31.5% | +33.9% | -65.4% | -47.3% |
| 1Y | -39.6% | +34.7% | -74.2% | -53.6% |
| 3Y | +116.8% | +60.4% | +56.4% | +44.7% |
| 5Y | +713.8% | +43.5% | +670.3% | +493.1% |
| All | +713.8% | +41.7% | +672.1% | +493.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 MAS 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