+516.0%
ON vs MOD
+1,005.7%
-489.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +9.9% | -0.7% | +5.7% |
| 7D | -1.4% | -13.9% | +12.5% | +3.0% |
| 30D | -10.9% | -41.5% | +30.7% | +6.3% |
| 3M | -14.9% | -45.7% | +30.9% | +3.6% |
| 6M | -33.0% | -61.1% | +28.1% | -7.7% |
| YTD | +27.6% | -20.5% | +48.1% | +35.5% |
| 1Y | +44.5% | -32.1% | +76.6% | +59.4% |
| 3Y | +7.4% | +146.5% | -139.1% | -31.4% |
| 5Y | +18.7% | +812.7% | -794.0% | -54.7% |
| 10Y | +516.0% | +966.8% | -450.9% | +111.7% |
| All | +516.0% | +1,005.7% | -489.8% | +111.7% |
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