+5.7%
MSFT vs MOD
-39.8%
+45.6%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +5.7% | -6.7% | -0.7% |
| 7D | +1.7% | -25.5% | +27.2% | +0.3% |
| 30D | +0.2% | -49.0% | +49.2% | -2.8% |
| 3M | +6.4% | -49.8% | +56.2% | +3.2% |
| 6M | +28.7% | -64.8% | +93.5% | +21.1% |
| YTD | +10.4% | -27.6% | +38.1% | +13.7% |
| All | +5.7% | -39.8% | +45.6% | +9.3% |
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