+321.2%
MOD vs COO
-23.4%
+344.6%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.5% | +5.8% | +4.7% |
| 7D | +9.6% | -2.2% | +11.8% | +10.2% |
| 30D | 0.0% | -7.0% | +7.0% | +1.7% |
| 3M | -35.4% | +12.2% | -47.6% | -38.3% |
| 6M | -7.3% | -15.1% | +7.8% | -2.7% |
| YTD | +45.8% | -15.1% | +60.9% | +53.0% |
| 1Y | +43.1% | +2.3% | +40.8% | +42.2% |
| All | +321.2% | -23.4% | +344.6% | +359.3% |
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