+1,252.0%
MSTR vs MOD
+705.4%
+546.5%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.3% | -5.7% | -2.6% |
| 7D | +12.2% | +9.6% | +2.6% | +9.4% |
| 30D | +45.2% | 0.0% | +45.1% | +45.0% |
| 3M | +10.4% | -35.4% | +45.8% | +22.7% |
| 6M | -2.5% | -7.3% | +4.8% | -3.2% |
| YTD | -6.0% | +45.8% | -51.8% | -19.6% |
| 1Y | -56.4% | +43.1% | -99.6% | -62.9% |
| 3Y | +306.3% | +297.7% | +8.6% | +150.2% |
| 5Y | +100.5% | +1,478.8% | -1,378.3% | -16.2% |
| 10Y | +741.1% | +1,633.4% | -892.3% | +177.9% |
| All | +1,252.0% | +705.4% | +546.5% | +228.0% |
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