+713.8%
MOD vs COO
-39.4%
+753.2%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -1.4% | -5.9% | -6.9% |
| 7D | -34.2% | +5.3% | -39.4% | -35.4% |
| 30D | -51.9% | +12.5% | -64.4% | -53.9% |
| 3M | -53.0% | -15.1% | -37.9% | -50.9% |
| 6M | -66.4% | +3.7% | -70.0% | -67.8% |
| YTD | -31.5% | -22.5% | -9.0% | -26.2% |
| 1Y | -39.6% | -7.8% | -31.8% | -38.9% |
| 3Y | +116.8% | -24.1% | +140.9% | +124.7% |
| 5Y | +713.8% | -40.1% | +753.9% | +797.7% |
| All | +713.8% | -39.4% | +753.2% | +797.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling