+2,781.3%
MSCI vs MOD
+340.7%
+2,440.6%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -7.3% | +4.5% | -1.5% |
| 7D | +6.0% | -34.2% | +40.2% | +12.8% |
| 30D | +18.2% | -51.9% | +70.1% | +32.0% |
| 3M | +15.1% | -53.0% | +68.1% | +28.5% |
| 6M | +13.7% | -66.4% | +80.1% | +31.6% |
| YTD | +15.6% | -31.5% | +47.1% | +15.3% |
| 1Y | +16.3% | -39.6% | +55.9% | +17.7% |
| 3Y | +36.9% | +116.8% | -79.9% | 0.0% |
| 5Y | +6.3% | +713.8% | -707.5% | -42.6% |
| 10Y | +823.0% | +882.7% | -59.7% | +302.2% |
| All | +2,781.3% | +340.7% | +2,440.6% | +1,079.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling