+1,075.5%
MOD vs OSCR
-9.5%
+1,085.0%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +2.6% | -6.2% | -3.9% |
| 7D | -3.9% | +1.1% | -5.0% | -4.1% |
| 30D | -9.6% | +16.5% | -26.1% | -11.0% |
| 3M | -30.6% | +17.0% | -47.5% | -32.0% |
| 6M | -10.9% | +145.0% | -155.9% | -20.4% |
| YTD | +34.3% | +126.7% | -92.5% | +20.6% |
| 1Y | +18.3% | +67.2% | -48.9% | +8.9% |
| 3Y | +281.9% | +405.1% | -123.2% | +206.3% |
| 5Y | +1,486.4% | +86.2% | +1,400.2% | +1,165.7% |
| All | +1,075.5% | -9.5% | +1,085.0% | +914.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling