+162.5%
ON vs MOD
+403.5%
-240.9%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -7.3% | -4.3% | -9.0% |
| 7D | -16.3% | -34.2% | +17.9% | -3.9% |
| 30D | -27.0% | -51.9% | +24.9% | -6.8% |
| 3M | -18.1% | -53.0% | +35.0% | +4.8% |
| 6M | -38.6% | -66.4% | +27.7% | -11.1% |
| YTD | +16.4% | -31.5% | +47.9% | +28.7% |
| 1Y | +25.8% | -39.6% | +65.4% | +43.0% |
| 3Y | -7.7% | +116.8% | -124.5% | -38.9% |
| 5Y | +6.6% | +713.8% | -707.2% | -58.0% |
| 10Y | +444.6% | +882.7% | -438.1% | +62.0% |
| All | +162.5% | +403.5% | -240.9% | -32.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling