+43.1%
MOD vs OSCR
+75.7%
-32.6%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | 0.0% | +4.3% | +4.3% |
| 7D | +9.6% | +5.8% | +3.7% | +9.3% |
| 30D | 0.0% | +7.1% | -7.1% | -0.4% |
| 3M | -35.4% | +36.7% | -72.0% | -36.8% |
| 6M | -7.3% | +114.3% | -121.6% | -17.2% |
| YTD | +45.8% | +124.4% | -78.6% | +29.4% |
| 1Y | +43.1% | +75.5% | -32.3% | +31.6% |
| All | +43.1% | +75.7% | -32.6% | +31.6% |
Cumulative growth
Daily Returns
Daily percentage return beside OSCR.
Daily Out/Under-Performance
Portfolio return minus OSCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OSCR 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 1y: compounded portfolio wealth divided by compounded OSCR 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…
1y analysis · Full analysis span regression · 6 months rolling