-4.1%
MOS vs MOD
-63.3%
+59.2%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.4% | -21.4% | +38.8% | +15.5% |
| 7D | +17.9% | -31.3% | +49.3% | +16.8% |
| 30D | +1.6% | -46.1% | +47.7% | +1.5% |
| 3M | -4.0% | -51.1% | +47.1% | -3.7% |
| 6M | -4.1% | -62.1% | +57.9% | -1.5% |
| All | -4.1% | -63.3% | +59.2% | -1.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling