+118.9%
MSI vs MOD
+748.9%
-630.1%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.7% | -6.2% | -0.9% |
| 7D | +4.7% | -25.5% | +30.2% | +6.8% |
| 30D | +14.8% | -49.0% | +63.8% | +20.7% |
| 3M | +8.8% | -49.8% | +58.6% | +14.3% |
| 6M | +19.3% | -64.8% | +84.1% | +28.4% |
| YTD | +35.3% | -27.6% | +63.0% | +33.9% |
| 1Y | +33.8% | -35.2% | +69.0% | +33.3% |
| 3Y | +74.4% | +137.1% | -62.7% | +36.1% |
| All | +118.9% | +748.9% | -630.1% | +28.0% |
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 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