+583.6%
ON vs MOD
+1,642.7%
-1,059.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.3% | -3.3% | -0.5% |
| 7D | +2.4% | +9.6% | -7.1% | -0.9% |
| 30D | -3.3% | 0.0% | -3.3% | -3.4% |
| 3M | -43.6% | -35.4% | -8.2% | -33.9% |
| 6M | +19.0% | -7.3% | +26.2% | +23.0% |
| YTD | +37.4% | +45.8% | -8.4% | +19.9% |
| 1Y | +54.8% | +43.1% | +11.6% | +33.2% |
| 3Y | -25.2% | +297.7% | -322.8% | -59.1% |
| 5Y | +62.7% | +1,478.8% | -1,416.0% | -47.9% |
| All | +583.6% | +1,642.7% | -1,059.1% | +84.1% |
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