-49.3%
MSTR vs MOD
-37.4%
-11.9%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -7.3% | -2.0% | -7.9% |
| 7D | -8.7% | -34.2% | +25.5% | -1.9% |
| 30D | -21.4% | -51.9% | +30.5% | -10.4% |
| 3M | +31.4% | -53.0% | +84.5% | +50.1% |
| 6M | -30.8% | -66.4% | +35.5% | -17.4% |
| YTD | -14.9% | -31.5% | +16.6% | -0.6% |
| 1Y | -49.3% | -39.6% | -9.7% | -40.6% |
| All | -49.3% | -37.4% | -11.9% | -40.6% |
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