+7.5%
MOS vs MOD
+857.0%
-849.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -7.3% | +10.6% | +4.7% |
| 7D | +22.5% | -34.2% | +56.6% | +31.3% |
| 30D | +6.6% | -51.9% | +58.5% | +21.9% |
| 3M | -3.8% | -53.0% | +49.2% | +9.7% |
| 6M | -2.2% | -66.4% | +64.1% | +17.7% |
| YTD | -4.8% | -31.5% | +26.8% | -4.6% |
| 1Y | -11.7% | -39.6% | +27.9% | -10.1% |
| 3Y | -26.5% | +116.8% | -143.3% | -52.4% |
| 5Y | -32.2% | +713.8% | -746.0% | -73.0% |
| All | +7.5% | +857.0% | -849.5% | -60.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 MOD 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