+4,301.3%
MSI vs MOD
+1,544.7%
+2,756.6%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -7.3% | +11.3% | +5.4% |
| 7D | +5.1% | -34.2% | +39.2% | +12.8% |
| 30D | +13.3% | -51.9% | +65.2% | +28.7% |
| 3M | +18.3% | -53.0% | +71.3% | +34.1% |
| 6M | +18.7% | -66.4% | +85.0% | +40.7% |
| YTD | +36.0% | -31.5% | +67.5% | +37.4% |
| 1Y | +32.6% | -39.6% | +72.1% | +36.1% |
| 3Y | +78.3% | +116.8% | -38.5% | +28.2% |
| 5Y | +121.6% | +713.8% | -592.2% | +13.1% |
| 10Y | +689.0% | +882.7% | -193.7% | +220.4% |
| All | +4,301.3% | +1,544.7% | +2,756.6% | +1,087.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling