+906.4%
MOD vs COO
+41.2%
+865.1%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.8% | +7.5% | +6.4% |
| 7D | -25.5% | +4.7% | -30.3% | -27.5% |
| 30D | -49.0% | +13.9% | -62.9% | -52.3% |
| 3M | -49.8% | -14.9% | -34.9% | -47.3% |
| 6M | -64.8% | +2.0% | -66.8% | -66.6% |
| YTD | -27.6% | -23.9% | -3.7% | -20.9% |
| 1Y | -35.2% | -9.6% | -25.6% | -34.6% |
| 3Y | +137.1% | -25.4% | +162.6% | +149.1% |
| 5Y | +760.3% | -41.2% | +801.5% | +895.8% |
| All | +906.4% | +41.2% | +865.1% | +773.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling