+1,176.5%
MOD vs OSCR
-10.4%
+1,186.9%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | 0.0% | +4.3% | +4.3% |
| 7D | +9.6% | +5.8% | +3.7% | +9.0% |
| 30D | 0.0% | +7.1% | -7.1% | -0.8% |
| 3M | -35.4% | +36.7% | -72.0% | -37.8% |
| 6M | -7.3% | +114.3% | -121.6% | -15.9% |
| YTD | +45.8% | +124.4% | -78.6% | +31.1% |
| 1Y | +43.1% | +75.5% | -32.3% | +31.0% |
| 3Y | +297.7% | +390.1% | -92.5% | +219.8% |
| 5Y | +1,478.8% | +77.1% | +1,401.7% | +1,162.7% |
| All | +1,176.5% | -10.4% | +1,186.9% | +1,002.4% |
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 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