+3,874.2%
MSI vs MOD
+3,565.2%
+308.9%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.3% | -5.2% | -1.7% |
| 7D | -3.7% | +9.6% | -13.3% | -5.4% |
| 30D | +6.8% | 0.0% | +6.8% | +6.5% |
| 3M | +14.3% | -35.4% | +49.7% | +22.4% |
| 6M | -1.6% | -7.3% | +5.7% | -3.3% |
| YTD | +22.8% | +45.8% | -23.0% | +9.1% |
| 1Y | -1.1% | +43.1% | -44.2% | -13.1% |
| 3Y | +70.5% | +297.7% | -227.2% | +10.7% |
| 5Y | +102.8% | +1,478.8% | -1,376.0% | -7.4% |
| 10Y | +597.4% | +1,633.4% | -1,036.0% | +159.3% |
| All | +3,874.2% | +3,565.2% | +308.9% | +837.1% |
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