+854.3%
EEM vs MOD
+1,239.3%
-385.1%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.3% | -2.5% | +0.9% |
| 7D | +2.3% | +9.6% | -7.3% | +0.3% |
| 30D | +4.5% | 0.0% | +4.5% | +4.3% |
| 3M | -0.1% | -35.4% | +35.3% | +8.9% |
| 6M | +16.9% | -7.3% | +24.2% | +16.8% |
| YTD | +26.2% | +45.8% | -19.6% | +13.3% |
| 1Y | +40.5% | +43.1% | -2.6% | +25.0% |
| 3Y | +86.2% | +297.7% | -211.5% | +20.2% |
| 5Y | +45.5% | +1,478.8% | -1,433.3% | -35.9% |
| 10Y | +128.6% | +1,633.4% | -1,504.8% | -19.8% |
| All | +854.3% | +1,239.3% | -385.1% | +188.1% |
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