+7.6%
MSFT vs MOD
-37.3%
+44.9%
-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% | +3.3% |
| 6M | +28.7% | -64.8% | +93.5% | +21.2% |
| YTD | +10.4% | -27.6% | +38.1% | +13.5% |
| 1Y | +7.6% | -35.2% | +42.8% | +10.4% |
| All | +7.6% | -37.3% | +44.9% | +10.4% |
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