+922.9%
MSFT vs MOD
+920.5%
+2.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.9% | +0.7% | -1.9% |
| 7D | +2.3% | -17.8% | +20.2% | +3.8% |
| 30D | -0.4% | -43.2% | +42.9% | +4.9% |
| 3M | +5.6% | -46.0% | +51.6% | +11.3% |
| 6M | +29.0% | -62.2% | +91.2% | +39.7% |
| YTD | +10.9% | -22.8% | +33.7% | +9.2% |
| 1Y | +6.2% | -35.5% | +41.7% | +6.4% |
| 3Y | +47.6% | +128.2% | -80.6% | +21.2% |
| 5Y | +67.9% | +791.6% | -723.7% | +13.3% |
| 10Y | +922.9% | +886.3% | +36.6% | +542.5% |
| All | +922.9% | +920.5% | +2.4% | +542.5% |
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