+18.7%
ON vs MOD
+832.8%
-814.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +9.9% | -0.7% | +5.4% |
| 7D | -1.4% | -13.9% | +12.5% | +3.2% |
| 30D | -10.9% | -41.5% | +30.7% | +7.5% |
| 3M | -14.9% | -45.7% | +30.9% | +4.9% |
| 6M | -33.0% | -61.1% | +28.1% | -5.8% |
| YTD | +27.6% | -20.5% | +48.1% | +37.5% |
| 1Y | +44.5% | -32.1% | +76.6% | +62.1% |
| 3Y | +7.4% | +146.5% | -139.1% | -35.8% |
| 5Y | +18.7% | +812.7% | -794.0% | -63.1% |
| All | +18.7% | +832.8% | -814.0% | -63.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling