+64.1%
MSFT vs MOD
+748.9%
-684.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +5.7% | -6.7% | -1.5% |
| 7D | +1.7% | -25.5% | +27.2% | +4.1% |
| 30D | +0.2% | -49.0% | +49.2% | +6.3% |
| 3M | +6.4% | -49.8% | +56.2% | +12.7% |
| 6M | +28.7% | -64.8% | +93.5% | +39.9% |
| YTD | +10.4% | -27.6% | +38.1% | +8.1% |
| 1Y | +7.6% | -35.2% | +42.8% | +6.4% |
| 3Y | +52.3% | +137.1% | -84.8% | +16.0% |
| All | +64.1% | +748.9% | -684.9% | -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 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