+9.0%
MSFT vs MOD
-33.0%
+41.9%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -21.4% | +28.1% | +5.5% |
| 7D | +4.7% | -31.3% | +36.0% | +2.9% |
| 30D | +5.8% | -46.1% | +51.9% | +3.0% |
| 3M | +13.0% | -51.1% | +64.1% | +9.5% |
| 6M | +34.9% | -62.1% | +97.0% | +27.8% |
| YTD | +15.7% | -26.2% | +41.8% | +18.9% |
| 1Y | +9.0% | -32.6% | +41.5% | +11.6% |
| All | +9.0% | -33.0% | +41.9% | +11.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling