+76.3%
MSFU vs MOD
+1,249.9%
-1,173.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +4.3% | -8.5% | -4.8% |
| 7D | -5.7% | +9.6% | -15.3% | -7.0% |
| 30D | +4.2% | 0.0% | +4.1% | +3.9% |
| 3M | +27.9% | -35.4% | +63.3% | +34.5% |
| 6M | +37.1% | -7.3% | +44.4% | +33.6% |
| YTD | -7.4% | +45.8% | -53.2% | -19.4% |
| 1Y | -19.6% | +43.1% | -62.7% | -30.9% |
| 3Y | +33.2% | +297.7% | -264.5% | -13.2% |
| All | +76.3% | +1,249.9% | -1,173.6% | -26.7% |
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