+57.0%
OMC vs MOD
+920.5%
-863.5%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.9% | +3.3% | +0.8% |
| 7D | +6.8% | -17.8% | +24.7% | +8.9% |
| 30D | +16.2% | -43.2% | +59.4% | +24.3% |
| 3M | +6.0% | -46.0% | +52.1% | +13.7% |
| 6M | +17.7% | -62.2% | +80.0% | +30.8% |
| YTD | +13.5% | -22.8% | +36.3% | +10.7% |
| 1Y | +27.2% | -35.5% | +62.7% | +27.0% |
| 3Y | +30.4% | +128.2% | -97.8% | -4.0% |
| 5Y | +53.5% | +791.6% | -738.1% | -18.0% |
| 10Y | +57.0% | +886.3% | -829.3% | -29.3% |
| All | +57.0% | +920.5% | -863.5% | -29.3% |
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