+33.4%
MSFU vs MOD
+116.8%
-83.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -7.3% | -0.1% | -6.6% |
| 7D | +1.0% | -34.2% | +35.2% | +5.5% |
| 30D | +0.6% | -51.9% | +52.5% | +9.3% |
| 3M | +16.4% | -53.0% | +69.4% | +26.3% |
| 6M | +53.0% | -66.4% | +119.3% | +70.4% |
| YTD | +3.5% | -31.5% | +35.0% | -2.1% |
| 1Y | -7.8% | -39.6% | +31.7% | -11.1% |
| All | +33.4% | +116.8% | -83.4% | +7.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling