-33.5%
MOD vs COO
-8.8%
-24.7%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +2.5% | +7.4% | +10.0% |
| 7D | -13.9% | +4.3% | -18.2% | -13.5% |
| 30D | -41.5% | +17.6% | -59.1% | -42.0% |
| 3M | -45.7% | -13.9% | -31.9% | -43.3% |
| 6M | -61.1% | +6.6% | -67.7% | -63.5% |
| YTD | -20.5% | -22.0% | +1.5% | -4.0% |
| All | -33.5% | -8.8% | -24.7% | -28.2% |
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