-0.9%
ONON vs MOD
+823.6%
-824.4%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -2.9% | -4.6% | -6.9% |
| 7D | -4.9% | -17.8% | +12.9% | -1.6% |
| 30D | -1.1% | -43.2% | +42.1% | +11.4% |
| 3M | -10.5% | -46.0% | +35.5% | +1.0% |
| 6M | -1.5% | -62.2% | +60.7% | +18.9% |
| YTD | -25.3% | -22.8% | -2.5% | -28.2% |
| 1Y | -0.7% | -35.5% | +34.7% | -0.7% |
| 3Y | +29.0% | +128.2% | -99.2% | -25.3% |
| 5Y | -6.7% | +791.6% | -798.3% | -73.4% |
| All | -0.9% | +823.6% | -824.4% | -71.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling