+545.7%
MS vs MOD
+881.6%
-335.9%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.9% | +3.1% | +0.9% |
| 7D | +0.8% | -17.8% | +18.6% | +4.3% |
| 30D | -0.7% | -43.2% | +42.5% | +11.4% |
| 3M | -12.4% | -46.0% | +33.7% | -1.1% |
| 6M | -1.7% | -62.2% | +60.5% | +18.5% |
| YTD | +8.0% | -22.8% | +30.8% | +8.0% |
| 1Y | +16.2% | -35.5% | +51.7% | +20.1% |
| 3Y | +171.3% | +128.2% | +43.1% | +89.0% |
| 5Y | +124.8% | +791.6% | -666.8% | +3.7% |
| All | +545.7% | +881.6% | -335.9% | +158.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling