+128.2%
MOD vs COO
-22.2%
+150.4%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.6% | -2.3% | -2.8% |
| 7D | -17.8% | +4.5% | -22.3% | -18.6% |
| 30D | -43.2% | +16.9% | -60.2% | -45.3% |
| 3M | -46.0% | -16.7% | -29.3% | -43.6% |
| 6M | -62.2% | +5.9% | -68.2% | -63.8% |
| YTD | -22.8% | -22.4% | -0.4% | -17.1% |
| 1Y | -35.5% | -10.1% | -25.4% | -33.7% |
| 3Y | +128.2% | -22.8% | +151.0% | +130.2% |
| All | +128.2% | -22.2% | +150.4% | +130.2% |
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