+3.3%
MSFT vs MOD
-33.2%
+36.4%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +3.5% | -5.8% | -2.1% |
| 7D | -6.2% | +8.2% | -14.5% | -5.9% |
| 30D | -3.7% | -38.2% | +34.5% | -5.7% |
| 3M | +3.6% | -46.2% | +49.8% | +0.9% |
| 6M | +26.8% | -62.5% | +89.3% | +19.5% |
| YTD | +8.4% | -20.1% | +28.5% | +12.2% |
| 1Y | +3.3% | -29.7% | +33.0% | +7.2% |
| All | +3.3% | -33.2% | +36.4% | +7.2% |
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