-32.6%
MOD vs COO
-7.7%
-24.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | +5.9% | -27.3% | -21.0% |
| 7D | -31.3% | +8.4% | -39.8% | -31.0% |
| 30D | -46.1% | +13.5% | -59.6% | -46.2% |
| 3M | -51.1% | -13.8% | -37.4% | -48.7% |
| 6M | -62.1% | +4.7% | -66.8% | -63.6% |
| YTD | -26.2% | -21.4% | -4.8% | -10.4% |
| 1Y | -32.6% | -6.7% | -25.8% | -27.5% |
| All | -32.6% | -7.7% | -24.9% | -27.5% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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