+145.1%
MS vs MOD
+1,486.5%
-1,341.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.3% | -4.0% | -0.6% |
| 7D | +1.4% | +9.6% | -8.2% | -0.6% |
| 30D | -0.3% | 0.0% | -0.3% | -0.4% |
| 3M | +0.3% | -35.4% | +35.7% | +8.6% |
| 6M | +31.3% | -7.3% | +38.6% | +30.2% |
| YTD | +24.7% | +45.8% | -21.1% | +11.1% |
| 1Y | +47.9% | +43.1% | +4.8% | +30.6% |
| 3Y | +178.3% | +297.7% | -119.3% | +79.3% |
| All | +145.1% | +1,486.5% | -1,341.4% | +1.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling