+48.2%
OMC vs MOD
+822.6%
-774.4%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.5% | -1.8% | -2.2% |
| 7D | -0.3% | +16.1% | -16.4% | -2.3% |
| 30D | +10.6% | -38.5% | +49.2% | +17.1% |
| 3M | +2.6% | -46.8% | +49.4% | +10.3% |
| 6M | +16.6% | -61.6% | +78.2% | +29.4% |
| YTD | +10.9% | -20.5% | +31.4% | +7.8% |
| 1Y | +22.1% | -28.0% | +50.1% | +19.8% |
| 3Y | +27.5% | +134.9% | -107.5% | -6.5% |
| 5Y | +50.6% | +833.2% | -782.5% | -20.1% |
| All | +48.2% | +822.6% | -774.4% | -32.3% |
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