+43.4%
ON vs MOD
-35.8%
+79.2%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.9% | +3.6% | +1.9% |
| 7D | -4.1% | -17.8% | +13.7% | +2.3% |
| 30D | -10.2% | -43.2% | +33.0% | +11.2% |
| 3M | -12.7% | -46.0% | +33.3% | +9.5% |
| 6M | -32.5% | -62.2% | +29.7% | -0.9% |
| YTD | +28.6% | -22.8% | +51.4% | +78.2% |
| 1Y | +43.4% | -35.5% | +78.9% | +102.3% |
| All | +43.4% | -35.8% | +79.2% | +102.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling