+6,288.2%
MS vs MOD
+1,416.7%
+4,871.5%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.3% | -4.0% | -1.1% |
| 7D | +1.4% | +9.6% | -8.2% | -1.5% |
| 30D | -0.3% | 0.0% | -0.3% | -0.6% |
| 3M | +0.3% | -35.4% | +35.7% | +12.8% |
| 6M | +31.3% | -7.3% | +38.6% | +29.3% |
| YTD | +24.7% | +45.8% | -21.1% | +4.8% |
| 1Y | +47.9% | +43.1% | +4.8% | +22.5% |
| 3Y | +178.3% | +297.7% | -119.3% | +47.3% |
| 5Y | +144.9% | +1,478.8% | -1,333.9% | -24.3% |
| 10Y | +804.5% | +1,633.4% | -828.9% | +112.1% |
| All | +6,288.2% | +1,416.7% | +4,871.5% | +959.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling