+133,470.9%
MSFT vs MOD
+3,565.2%
+129,905.6%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +4.3% | -6.3% | -2.7% |
| 7D | -2.7% | +9.6% | -12.3% | -4.1% |
| 30D | +2.7% | 0.0% | +2.7% | +2.4% |
| 3M | +17.0% | -35.4% | +52.3% | +23.8% |
| 6M | +23.8% | -7.3% | +31.1% | +22.1% |
| YTD | +4.0% | +45.8% | -41.8% | -6.0% |
| 1Y | -0.8% | +43.1% | -44.0% | -11.1% |
| 3Y | +55.6% | +297.7% | -242.1% | +10.6% |
| 5Y | +72.9% | +1,478.8% | -1,405.9% | -6.7% |
| 10Y | +875.8% | +1,633.4% | -757.6% | +347.9% |
| All | +133,470.9% | +3,565.2% | +129,905.6% | +40,408.1% |
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