+663.4%
MSI vs MOD
+1,079.7%
-416.3%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +27.9% | -27.7% | -2.8% |
| 7D | +3.2% | +40.4% | -37.2% | -0.8% |
| 30D | +17.6% | -14.0% | +31.6% | +18.4% |
| 3M | +14.5% | -33.3% | +47.9% | +18.2% |
| 6M | +34.3% | -51.4% | +85.7% | +42.2% |
| YTD | +39.7% | +1.6% | +38.1% | +33.6% |
| 1Y | +40.2% | +5.4% | +34.8% | +32.8% |
| 3Y | +77.1% | +191.0% | -113.8% | +37.3% |
| 5Y | +124.0% | +1,093.1% | -969.1% | +35.0% |
| All | +663.4% | +1,079.7% | -416.3% | +304.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling