+5,626.0%
MS vs MOD
+639.8%
+4,986.2%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -21.4% | +25.7% | +10.8% |
| 7D | +2.6% | -31.3% | +34.0% | +13.6% |
| 30D | +2.6% | -46.1% | +48.7% | +21.9% |
| 3M | -10.1% | -51.1% | +41.1% | +9.1% |
| 6M | +4.4% | -62.1% | +66.4% | +33.8% |
| YTD | +11.7% | -26.2% | +37.9% | +13.1% |
| 1Y | +20.9% | -32.6% | +53.5% | +24.2% |
| 3Y | +177.1% | +133.8% | +43.3% | +69.5% |
| 5Y | +127.7% | +792.8% | -665.0% | -17.9% |
| 10Y | +684.1% | +959.8% | -275.7% | +108.2% |
| All | +5,626.0% | +639.8% | +4,986.2% | +1,052.2% |
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 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