+622.3%
MSCI vs MOD
+1,642.7%
-1,020.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.3% | -4.6% | -0.8% |
| 7D | +0.4% | +9.6% | -9.2% | -0.7% |
| 30D | +0.6% | 0.0% | +0.5% | +0.4% |
| 3M | -7.1% | -35.4% | +28.3% | -3.2% |
| 6M | +0.8% | -7.3% | +8.1% | -0.8% |
| YTD | +1.0% | +45.8% | -44.8% | -7.2% |
| 1Y | +4.3% | +43.1% | -38.8% | -4.9% |
| 3Y | +9.9% | +297.7% | -287.7% | -19.1% |
| 5Y | -6.8% | +1,478.8% | -1,485.5% | -46.2% |
| All | +622.3% | +1,642.7% | -1,020.4% | +274.4% |
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