+121.6%
MSI vs MOD
+720.4%
-598.8%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -7.3% | +11.3% | +4.6% |
| 7D | +5.1% | -34.2% | +39.2% | +8.3% |
| 30D | +13.3% | -51.9% | +65.2% | +19.8% |
| 3M | +18.3% | -53.0% | +71.3% | +24.9% |
| 6M | +18.7% | -66.4% | +85.0% | +28.2% |
| YTD | +36.0% | -31.5% | +67.5% | +35.1% |
| 1Y | +32.6% | -39.6% | +72.1% | +32.9% |
| 3Y | +78.3% | +116.8% | -38.5% | +40.5% |
| 5Y | +121.6% | +713.8% | -592.2% | +29.8% |
| All | +121.6% | +720.4% | -598.8% | +29.8% |
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 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