-1.1%
MSI vs MOD
+45.0%
-46.1%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.3% | -5.2% | -0.9% |
| 7D | -3.7% | +9.6% | -13.3% | -3.8% |
| 30D | +6.8% | 0.0% | +6.8% | +6.7% |
| 3M | +14.3% | -35.4% | +49.7% | +15.4% |
| 6M | -1.6% | -7.3% | +5.7% | -2.4% |
| YTD | +22.8% | +45.8% | -23.0% | +20.2% |
| 1Y | -1.1% | +43.1% | -44.2% | -3.8% |
| All | -1.1% | +45.0% | -46.1% | -3.8% |
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