-3.5%
MSFU vs MOD
-33.0%
+29.5%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.5% | -21.4% | +34.9% | +10.9% |
| 7D | +8.2% | -31.3% | +39.5% | +4.6% |
| 30D | +10.2% | -46.1% | +56.3% | +4.1% |
| 3M | +22.9% | -51.1% | +74.0% | +15.1% |
| 6M | +63.2% | -62.1% | +125.2% | +46.3% |
| YTD | +11.7% | -26.2% | +37.9% | +18.8% |
| 1Y | -3.5% | -32.6% | +29.1% | +2.1% |
| All | -3.5% | -33.0% | +29.5% | +2.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling