+1,504.6%
MOD vs OSCR
+92.3%
+1,412.3%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.8% | +0.5% | -2.9% |
| 7D | +3.6% | +4.7% | -1.1% | +3.1% |
| 30D | -2.6% | +14.8% | -17.4% | -4.1% |
| 3M | -33.1% | +16.7% | -49.8% | -34.6% |
| 6M | -7.5% | +127.5% | -135.0% | -17.1% |
| YTD | +39.3% | +121.0% | -81.7% | +24.8% |
| 1Y | +34.3% | +58.4% | -24.1% | +23.8% |
| 3Y | +296.2% | +392.4% | -96.2% | +214.5% |
| 5Y | +1,504.6% | +80.5% | +1,424.1% | +1,138.4% |
| All | +1,504.6% | +92.3% | +1,412.3% | +1,138.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling