+46.2%
MSFT vs MOD
+201.5%
-155.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +27.9% | -27.7% | -1.4% |
| 7D | -1.3% | +40.4% | -41.7% | -3.4% |
| 30D | -1.8% | -14.0% | +12.2% | -1.2% |
| 3M | +5.6% | -33.3% | +39.0% | +7.9% |
| 6M | +29.8% | -51.4% | +81.2% | +34.3% |
| YTD | +9.0% | +1.6% | +7.4% | +3.9% |
| 1Y | +4.9% | +5.4% | -0.4% | -1.0% |
| 3Y | +46.2% | +191.0% | -144.8% | +30.8% |
| All | +46.2% | +201.5% | -155.2% | +30.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling