+97.0%
MSFU vs MOD
+533.8%
-436.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -7.3% | -0.1% | -6.4% |
| 7D | +1.0% | -34.2% | +35.2% | +6.2% |
| 30D | +0.6% | -51.9% | +52.5% | +10.5% |
| 3M | +16.4% | -53.0% | +69.4% | +27.7% |
| 6M | +53.0% | -66.4% | +119.3% | +73.0% |
| YTD | +3.5% | -31.5% | +35.0% | -0.9% |
| 1Y | -7.8% | -39.6% | +31.7% | -10.1% |
| 3Y | +35.6% | +116.8% | -81.3% | -5.2% |
| All | +97.0% | +533.8% | -436.8% | -9.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling