+28.9%
MOD vs OSCR
+64.1%
-35.2%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.6% | +5.0% | +5.6% |
| 7D | -2.8% | +1.6% | -4.4% | -2.8% |
| 30D | -5.1% | +10.7% | -15.8% | -5.6% |
| 3M | -30.3% | +13.4% | -43.6% | -30.7% |
| 6M | -5.6% | +144.6% | -150.2% | -17.7% |
| YTD | +41.8% | +128.0% | -86.3% | +24.7% |
| 1Y | +28.9% | +68.7% | -39.7% | +18.1% |
| All | +28.9% | +64.1% | -35.2% | +18.1% |
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 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