+523.3%
ON vs MOD
+1,079.7%
-556.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +27.9% | -31.5% | -13.2% |
| 7D | +12.2% | +40.4% | -28.2% | -2.1% |
| 30D | -3.1% | -14.0% | +10.9% | -0.8% |
| 3M | -12.9% | -33.3% | +20.5% | -3.1% |
| 6M | -38.6% | -51.4% | +12.8% | -23.2% |
| YTD | +31.2% | +1.6% | +29.6% | +25.5% |
| 1Y | +47.6% | +5.4% | +42.3% | +37.8% |
| 3Y | +6.6% | +191.0% | -184.4% | -37.0% |
| 5Y | +21.3% | +1,093.1% | -1,071.9% | -58.7% |
| All | +523.3% | +1,079.7% | -556.3% | +86.5% |
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