+13.5%
MS vs MOD
-37.3%
+50.9%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.7% | -6.3% | -1.3% |
| 7D | -1.6% | -25.5% | +24.0% | +1.9% |
| 30D | -3.8% | -49.0% | +45.2% | +5.6% |
| 3M | -14.6% | -49.8% | +35.2% | -6.4% |
| 6M | -5.1% | -64.8% | +59.7% | +8.6% |
| YTD | +4.5% | -27.6% | +32.2% | +7.6% |
| 1Y | +13.5% | -35.2% | +48.7% | +17.5% |
| All | +13.5% | -37.3% | +50.9% | +17.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling