+1,673.7%
MOD vs MAS
+1,727.7%
-54.0%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | +5.6% | -27.1% | -24.5% |
| 7D | -31.3% | +14.2% | -45.5% | -37.0% |
| 30D | -46.1% | +26.8% | -72.9% | -53.6% |
| 3M | -51.1% | +13.1% | -64.3% | -55.3% |
| 6M | -62.1% | +27.9% | -90.0% | -67.7% |
| YTD | -26.2% | +38.7% | -64.8% | -40.0% |
| 1Y | -32.6% | +40.4% | -72.9% | -45.5% |
| 3Y | +133.8% | +66.1% | +67.7% | +73.2% |
| 5Y | +792.8% | +47.4% | +745.3% | +600.6% |
| 10Y | +959.8% | +238.3% | +721.4% | +440.4% |
| All | +1,673.7% | +1,727.7% | -54.0% | +357.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling