+556.1%
ON vs MOD
+915.9%
-359.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +3.5% | +2.3% | +4.5% |
| 7D | +3.3% | +8.2% | -4.9% | +0.7% |
| 30D | -3.1% | -38.2% | +35.0% | +13.4% |
| 3M | -9.2% | -46.2% | +37.0% | +10.9% |
| 6M | -31.4% | -62.5% | +31.2% | -4.1% |
| YTD | +36.0% | -20.1% | +56.1% | +44.1% |
| 1Y | +52.0% | -29.7% | +81.7% | +65.8% |
| 3Y | +9.3% | +136.2% | -126.9% | -29.3% |
| 5Y | +26.5% | +820.4% | -793.9% | -52.0% |
| 10Y | +556.1% | +839.8% | -283.7% | +115.7% |
| All | +556.1% | +915.9% | -359.8% | +115.7% |
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