Modigliani-squared (M²)

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Sharpe ratio in percentage points instead of unitless numbers. The "what would this look like at S&P 500 risk?" lens.

Quick Answer

What is Modigliani-squared (M²)?

Modigliani-squared (M²) converts Sharpe ratio into a directly comparable percentage return. It rescales a portfolio's return to match the volatility of a benchmark, then subtracts the benchmark's actual return. Where Sharpe is unitless and abstract, M² answers in dollars: if you levered this portfolio to match the S&P 500's volatility, what return would it produce?

M² = Sharpe · σ_benchmark + Rf

Formula

M² = Sharpep · σbenchmark + Rf
Sharpep = portfolio Sharpe ratio · σbenchmark = volatility of the benchmark (e.g. S&P 500 annualized standard deviation) · Rf = risk-free rate

Think of it as scaling your portfolio up or down until its volatility equals the benchmark's, then asking what return it would produce. The answer is in percentage points, directly comparable to the benchmark itself.

Intuition — what is this number telling you?

Sharpe ratio is mathematically beautiful but practically hard to interpret. Is a Sharpe of 0.8 a lot? M² answers the question by translating Sharpe into a return percentage at a known volatility level. If the benchmark has 15% volatility and your M² is 11.5%, that is a direct comparison: a benchmark-volatility version of your portfolio would have returned 11.5%.

Worked example

Step-by-step

Your portfolio has Sharpe of 0.75. The benchmark (S&P 500) had volatility of 15.5%, and the risk-free rate was 4.5%.

M² = 0.75 · 15.5% + 4.5% = 11.625% + 4.5% = 16.1%

If the benchmark itself returned 12%, then your M² of 16.1% says your portfolio is a 4.1% improvement at the same risk level.

What's a good Modigliani-squared (M²) value?

Compare M² directly to the benchmark's nominal return. If M² > benchmark return, your risk-adjusted performance beats the benchmark. The magnitude is in percentage points — easy to interpret.

Related metrics

Sharpe Ratio  ·  Lo-Adjusted Sharpe  ·  Treynor Ratio  ·  Volatility

Frequently asked questions about Modigliani-squared (M²)

When should I use M² instead of Sharpe?

When explaining risk-adjusted return to non-quants. M² is in percentage points, which is easier to grasp than Sharpe's unitless scale.

Who invented M²?

Franco Modigliani and his granddaughter Leah Modigliani in 1997. Hence "Modigliani-squared."

Can M² be negative?

Yes — if Sharpe is negative (you underperformed the risk-free rate), M² will be less than Rf.

Does Foliolytic compute M²?

Yes — alongside Sharpe and the other risk-adjusted ratios. M² is shown against multiple benchmarks (S&P 500, VT, etc.) for direct visual comparison.

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