-9.6%
MOS vs MOD
+1,486.5%
-1,496.1%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +4.3% | -2.9% | +0.9% |
| 7D | +9.5% | +9.6% | -0.1% | +8.4% |
| 30D | +10.4% | 0.0% | +10.4% | +10.2% |
| 3M | +12.9% | -35.4% | +48.3% | +17.9% |
| 6M | +1.2% | -7.3% | +8.5% | +0.5% |
| YTD | +9.3% | +45.8% | -36.5% | +2.3% |
| 1Y | -18.0% | +43.1% | -61.1% | -23.8% |
| 3Y | -29.0% | +297.7% | -326.7% | -46.6% |
| All | -9.6% | +1,486.5% | -1,496.1% | -42.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling