+150.2%
MOS vs MOD
+3,565.2%
-3,415.0%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +4.3% | -2.9% | +0.4% |
| 7D | +9.5% | +9.6% | -0.1% | +7.2% |
| 30D | +10.4% | 0.0% | +10.4% | +10.0% |
| 3M | +12.9% | -35.4% | +48.3% | +22.6% |
| 6M | +1.2% | -7.3% | +8.5% | -0.4% |
| YTD | +9.3% | +45.8% | -36.5% | -4.4% |
| 1Y | -18.0% | +43.1% | -61.1% | -29.2% |
| 3Y | -29.0% | +297.7% | -326.7% | -56.7% |
| 5Y | -9.6% | +1,478.8% | -1,488.3% | -63.3% |
| 10Y | +6.1% | +1,633.4% | -1,627.3% | -63.1% |
| All | +150.2% | +3,565.2% | -3,415.0% | -37.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling