-62.1%
MOD vs COO
+4.0%
-66.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | +5.9% | -27.3% | -18.3% |
| 7D | -31.3% | +8.4% | -39.8% | -27.9% |
| 30D | -46.1% | +13.5% | -59.6% | -42.4% |
| 3M | -51.1% | -13.8% | -37.4% | -53.8% |
| 6M | -62.1% | +4.7% | -66.8% | -57.0% |
| All | -62.1% | +4.0% | -66.0% | -57.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling