+124.3%
MOD vs COO
-24.0%
+148.3%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -1.4% | -5.9% | -7.1% |
| 7D | -34.2% | +5.3% | -39.4% | -34.9% |
| 30D | -51.9% | +12.5% | -64.4% | -53.2% |
| 3M | -53.0% | -15.1% | -37.9% | -51.2% |
| 6M | -66.4% | +3.7% | -70.0% | -67.4% |
| YTD | -31.5% | -22.5% | -9.0% | -26.5% |
| 1Y | -39.6% | -7.8% | -31.8% | -38.3% |
| All | +124.3% | -24.0% | +148.3% | +127.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling