+62.4%
MSFT vs MOD
+1,086.9%
-1,024.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +27.9% | -27.7% | -2.3% |
| 7D | -1.3% | +40.4% | -41.7% | -4.6% |
| 30D | -1.8% | -14.0% | +12.2% | -1.1% |
| 3M | +5.6% | -33.3% | +39.0% | +8.8% |
| 6M | +29.8% | -51.4% | +81.2% | +36.7% |
| YTD | +9.0% | +1.6% | +7.4% | +3.2% |
| 1Y | +4.9% | +5.4% | -0.4% | -1.8% |
| 3Y | +46.2% | +191.0% | -144.8% | +9.9% |
| All | +62.4% | +1,086.9% | -1,024.5% | -10.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling