+40.2%
MSI vs MOD
-6.2%
+46.3%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +27.9% | -27.7% | +0.3% |
| 7D | +3.2% | +40.4% | -37.2% | +3.5% |
| 30D | +17.6% | -14.0% | +31.6% | +17.6% |
| 3M | +14.5% | -33.3% | +47.9% | +14.6% |
| 6M | +34.3% | -51.4% | +85.7% | +35.0% |
| YTD | +39.7% | +1.6% | +38.1% | +38.2% |
| 1Y | +40.2% | +5.4% | +34.8% | +38.0% |
| All | +40.2% | -6.2% | +46.3% | +38.0% |
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 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