+49.9%
MSTR vs MOD
+748.9%
-699.0%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.7% | -6.0% | -2.6% |
| 7D | -1.2% | -25.5% | +24.3% | +9.1% |
| 30D | -15.9% | -49.0% | +33.1% | +8.2% |
| 3M | +33.1% | -49.8% | +82.9% | +71.3% |
| 6M | -31.0% | -64.8% | +33.8% | -0.9% |
| YTD | -15.1% | -27.6% | +12.5% | -14.9% |
| 1Y | -45.6% | -35.2% | -10.4% | -44.0% |
| 3Y | +180.5% | +137.1% | +43.4% | +38.6% |
| All | +49.9% | +748.9% | -699.0% | -73.1% |
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 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