+209.9%
ON vs MOD
+998.6%
-788.7%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.3% | -3.3% | -0.5% |
| 7D | +2.4% | +9.6% | -7.1% | -0.8% |
| 30D | -3.3% | 0.0% | -3.3% | -3.4% |
| 3M | -43.6% | -35.4% | -8.2% | -33.8% |
| 6M | +19.0% | -7.3% | +26.2% | +22.6% |
| YTD | +37.4% | +45.8% | -8.4% | +18.7% |
| 1Y | +54.8% | +43.1% | +11.6% | +31.8% |
| 3Y | -25.2% | +297.7% | -322.8% | -59.5% |
| 5Y | +62.7% | +1,478.8% | -1,416.0% | -48.5% |
| 10Y | +574.3% | +1,633.4% | -1,059.1% | +66.6% |
| All | +209.9% | +998.6% | -788.7% | -38.1% |
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 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