+5,283.0%
O vs MOD
+376.5%
+4,906.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -7.3% | +7.7% | +1.6% |
| 7D | +4.5% | -34.2% | +38.7% | +10.9% |
| 30D | +10.2% | -51.9% | +62.1% | +22.4% |
| 3M | -3.8% | -53.0% | +49.3% | +6.8% |
| 6M | -3.8% | -66.4% | +62.5% | +10.8% |
| YTD | +10.3% | -31.5% | +41.9% | +11.1% |
| 1Y | +11.9% | -39.6% | +51.4% | +14.1% |
| 3Y | +38.1% | +116.8% | -78.7% | +2.6% |
| 5Y | +11.1% | +713.8% | -702.7% | -39.5% |
| 10Y | +72.7% | +882.7% | -809.9% | -23.2% |
| All | +5,283.0% | +376.5% | +4,906.5% | +1,750.0% |
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