+15.0%
EEM vs MOD
-33.0%
+48.0%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -21.4% | +22.3% | +4.9% |
| 7D | -3.0% | -31.3% | +28.3% | +3.8% |
| 30D | -10.3% | -46.1% | +35.8% | +0.6% |
| 3M | -6.6% | -51.1% | +44.5% | +6.5% |
| 6M | -3.4% | -62.1% | +58.7% | +15.5% |
| YTD | +13.2% | -26.2% | +39.4% | +26.9% |
| 1Y | +15.0% | -32.6% | +47.6% | +29.3% |
| All | +15.0% | -33.0% | +48.0% | +29.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling