+37.2%
MSCI vs MOD
+116.8%
-79.6%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -7.3% | +4.5% | -2.6% |
| 7D | +6.0% | -34.2% | +40.2% | +6.9% |
| 30D | +18.2% | -51.9% | +70.1% | +20.4% |
| 3M | +15.1% | -53.0% | +68.1% | +17.2% |
| 6M | +13.7% | -66.4% | +80.1% | +16.9% |
| YTD | +15.6% | -31.5% | +47.1% | +11.6% |
| 1Y | +16.3% | -39.6% | +55.9% | +13.1% |
| All | +37.2% | +116.8% | -79.6% | +5.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling