+143,155.1%
MSFT vs MOD
+1,544.7%
+141,610.4%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -7.3% | +3.7% | -2.5% |
| 7D | +1.1% | -34.2% | +35.2% | +7.1% |
| 30D | +1.3% | -51.9% | +53.1% | +12.4% |
| 3M | +10.2% | -53.0% | +63.2% | +22.1% |
| 6M | +30.8% | -66.4% | +97.2% | +50.5% |
| YTD | +11.5% | -31.5% | +43.1% | +12.0% |
| 1Y | +6.5% | -39.6% | +46.1% | +8.4% |
| 3Y | +55.5% | +116.8% | -61.4% | +20.3% |
| 5Y | +66.2% | +713.8% | -647.6% | -1.6% |
| 10Y | +928.0% | +882.7% | +45.3% | +407.8% |
| All | +143,155.1% | +1,544.7% | +141,610.4% | +48,551.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling