+535.7%
ON vs MOD
+920.5%
-384.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.9% | +3.6% | +1.7% |
| 7D | -4.1% | -17.8% | +13.7% | +1.8% |
| 30D | -10.2% | -43.2% | +33.0% | +8.2% |
| 3M | -12.7% | -46.0% | +33.3% | +6.4% |
| 6M | -32.5% | -62.2% | +29.7% | -6.0% |
| YTD | +28.6% | -22.8% | +51.4% | +37.8% |
| 1Y | +43.4% | -35.5% | +78.9% | +61.0% |
| 3Y | +3.3% | +128.2% | -124.9% | -32.3% |
| 5Y | +22.5% | +791.6% | -769.1% | -53.0% |
| 10Y | +535.7% | +886.3% | -350.6% | +112.5% |
| All | +535.7% | +920.5% | -384.8% | +112.5% |
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