+3,565.2%
MOD vs COO
+5,988.7%
-2,423.5%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.5% | +5.8% | +4.5% |
| 7D | +9.6% | -2.2% | +11.8% | +9.9% |
| 30D | 0.0% | -7.0% | +7.0% | +0.9% |
| 3M | -35.4% | +12.2% | -47.6% | -36.6% |
| 6M | -7.3% | -15.1% | +7.8% | -5.7% |
| YTD | +45.8% | -15.1% | +60.9% | +48.3% |
| 1Y | +43.1% | +2.3% | +40.8% | +42.2% |
| 3Y | +297.7% | -23.7% | +321.3% | +306.7% |
| 5Y | +1,478.8% | -38.9% | +1,517.7% | +1,552.7% |
| 10Y | +1,633.4% | +49.9% | +1,583.5% | +1,549.6% |
| All | +3,565.2% | +5,988.7% | -2,423.5% | +2,767.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling