+109.6%
EEM vs MOD
+1,005.7%
-896.1%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +9.9% | -7.0% | +1.5% |
| 7D | -0.1% | -13.9% | +13.8% | +1.5% |
| 30D | -8.6% | -41.5% | +32.9% | -2.0% |
| 3M | -7.0% | -45.7% | +38.7% | +0.4% |
| 6M | -9.7% | -61.1% | +51.4% | +1.6% |
| YTD | +12.1% | -20.5% | +32.6% | +13.9% |
| 1Y | +14.1% | -32.1% | +46.2% | +17.7% |
| 3Y | +72.1% | +146.5% | -74.3% | +41.3% |
| 5Y | +34.1% | +812.7% | -778.6% | -12.1% |
| 10Y | +109.6% | +966.8% | -857.2% | +34.7% |
| All | +109.6% | +1,005.7% | -896.1% | +34.7% |
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