+20.0%
ON vs MOD
+1,086.9%
-1,066.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +27.9% | -31.5% | -13.6% |
| 7D | +12.2% | +40.4% | -28.2% | -2.8% |
| 30D | -3.1% | -14.0% | +10.9% | -0.5% |
| 3M | -12.9% | -33.3% | +20.5% | -2.2% |
| 6M | -38.6% | -51.4% | +12.8% | -22.0% |
| YTD | +31.2% | +1.6% | +29.6% | +26.8% |
| 1Y | +47.6% | +5.4% | +42.3% | +39.0% |
| 3Y | +6.6% | +191.0% | -184.4% | -41.0% |
| All | +20.0% | +1,086.9% | -1,066.8% | -66.5% |
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