+452.4%
ON vs MOD
+911.6%
-459.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.7% | -5.2% | -1.5% |
| 7D | -11.7% | -25.5% | +13.9% | -3.0% |
| 30D | -23.3% | -49.0% | +25.7% | -4.0% |
| 3M | -19.2% | -49.8% | +30.6% | +1.0% |
| 6M | -40.1% | -64.8% | +24.6% | -14.6% |
| YTD | +16.9% | -27.6% | +44.6% | +28.2% |
| 1Y | +29.7% | -35.2% | +64.9% | +45.3% |
| 3Y | -4.4% | +137.1% | -141.5% | -38.1% |
| 5Y | +7.1% | +760.3% | -753.2% | -58.3% |
| All | +452.4% | +911.6% | -459.2% | +92.1% |
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