+55.5%
OMC vs MOD
+1,005.7%
-950.2%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +9.9% | -7.4% | +1.2% |
| 7D | +5.4% | -13.9% | +19.3% | +6.8% |
| 30D | +15.7% | -41.5% | +57.3% | +23.3% |
| 3M | +4.9% | -45.7% | +50.6% | +12.4% |
| 6M | +17.3% | -61.1% | +78.4% | +29.8% |
| YTD | +13.0% | -20.5% | +33.5% | +9.9% |
| 1Y | +24.1% | -32.1% | +56.2% | +22.9% |
| 3Y | +31.2% | +146.5% | -115.2% | -4.6% |
| 5Y | +53.4% | +812.7% | -759.4% | -18.2% |
| 10Y | +55.5% | +966.8% | -911.3% | -29.7% |
| All | +55.5% | +1,005.7% | -950.2% | -29.7% |
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