+847.5%
MSCI vs MOD
+1,079.7%
-232.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +27.9% | -26.5% | -1.6% |
| 7D | +3.0% | +40.4% | -37.4% | -1.0% |
| 30D | +17.8% | -14.0% | +31.8% | +18.6% |
| 3M | +15.2% | -33.3% | +48.5% | +18.9% |
| 6M | +16.5% | -51.4% | +67.9% | +23.1% |
| YTD | +16.4% | +1.6% | +14.8% | +9.9% |
| 1Y | +16.8% | +5.4% | +11.4% | +9.2% |
| 3Y | +35.8% | +191.0% | -155.2% | +2.1% |
| 5Y | +7.0% | +1,093.1% | -1,086.2% | -37.3% |
| All | +847.5% | +1,079.7% | -232.2% | +409.3% |
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 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