+1,124.1%
MSTR vs MOD
+267.6%
+856.6%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -7.3% | -2.0% | -7.3% |
| 7D | -8.7% | -34.2% | +25.5% | +1.6% |
| 30D | -21.4% | -51.9% | +30.5% | -4.6% |
| 3M | +31.4% | -53.0% | +84.5% | +60.1% |
| 6M | -30.8% | -66.4% | +35.5% | -9.5% |
| YTD | -14.9% | -31.5% | +16.6% | -11.2% |
| 1Y | -49.3% | -39.6% | -9.7% | -45.8% |
| 3Y | +184.8% | +116.8% | +68.0% | +106.6% |
| 5Y | +62.1% | +713.8% | -651.7% | -19.2% |
| 10Y | +580.0% | +882.7% | -302.7% | +161.0% |
| All | +1,124.1% | +267.6% | +856.6% | +265.7% |
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