+55.2%
OMC vs MOD
+915.9%
-860.7%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.5% | -3.4% | -0.4% |
| 7D | +1.6% | +8.2% | -6.7% | +0.4% |
| 30D | +15.3% | -38.2% | +53.5% | +21.9% |
| 3M | +4.5% | -46.2% | +50.7% | +12.1% |
| 6M | +20.8% | -62.5% | +83.3% | +34.5% |
| YTD | +13.5% | -20.1% | +33.6% | +10.3% |
| 1Y | +25.2% | -29.7% | +54.9% | +23.4% |
| 3Y | +30.5% | +136.2% | -105.7% | -4.4% |
| 5Y | +52.7% | +820.4% | -767.7% | -18.8% |
| 10Y | +55.2% | +839.8% | -784.6% | -29.6% |
| All | +55.2% | +915.9% | -860.7% | -29.6% |
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