+19.0%
MSCI vs MOD
-33.0%
+51.9%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -21.4% | +26.8% | +3.5% |
| 7D | +11.5% | -31.3% | +42.8% | +8.5% |
| 30D | +22.1% | -46.1% | +68.2% | +17.2% |
| 3M | +18.4% | -51.1% | +69.6% | +13.0% |
| 6M | +16.6% | -62.1% | +78.7% | +9.9% |
| YTD | +18.8% | -26.2% | +45.0% | +12.5% |
| 1Y | +19.0% | -32.6% | +51.5% | +12.3% |
| All | +19.0% | -33.0% | +51.9% | +12.3% |
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 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