-8.1%
MSFU vs MOD
-35.8%
+27.7%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.9% | -1.4% | -4.6% |
| 7D | +4.0% | -17.8% | +21.9% | +2.1% |
| 30D | -2.3% | -43.2% | +40.9% | -7.3% |
| 3M | +7.1% | -46.0% | +53.1% | +1.3% |
| 6M | +48.9% | -62.2% | +111.1% | +32.5% |
| YTD | +2.4% | -22.8% | +25.2% | +10.1% |
| 1Y | -8.1% | -35.5% | +27.4% | -0.3% |
| All | -8.1% | -35.8% | +27.7% | -0.3% |
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 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