+785.4%
MSCI vs MOD
+911.6%
-126.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +5.7% | -8.0% | -2.9% |
| 7D | +2.8% | -25.5% | +28.4% | +5.6% |
| 30D | +15.4% | -49.0% | +64.4% | +23.3% |
| 3M | +13.4% | -49.8% | +63.2% | +20.9% |
| 6M | +10.9% | -64.8% | +75.7% | +21.6% |
| YTD | +13.0% | -27.6% | +40.6% | +11.1% |
| 1Y | +12.0% | -35.2% | +47.2% | +11.1% |
| 3Y | +34.1% | +137.1% | -103.0% | +3.0% |
| 5Y | +3.9% | +760.3% | -756.4% | -36.4% |
| All | +785.4% | +911.6% | -126.2% | +412.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling