+575.9%
MOD vs OSCR
-7.0%
+582.9%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +4.1% | -7.0% | -3.3% |
| 7D | -17.8% | +3.3% | -21.1% | -18.3% |
| 30D | -43.2% | +0.3% | -43.5% | -43.4% |
| 3M | -46.0% | +21.0% | -67.0% | -47.3% |
| 6M | -62.2% | +57.1% | -119.3% | -64.6% |
| YTD | -22.8% | +132.9% | -155.7% | -31.1% |
| 1Y | -35.5% | +129.1% | -164.6% | -42.6% |
| 3Y | +128.2% | +370.7% | -242.5% | +83.5% |
| 5Y | +791.6% | +102.6% | +689.0% | +605.5% |
| All | +575.9% | -7.0% | +582.9% | +479.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling