+142.4%
EFA vs MOD
+1,504.3%
-1,361.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.6% | -0.4% |
| 7D | +1.2% | +6.3% | -5.1% | +0.4% |
| 30D | -0.7% | -1.7% | +0.9% | -0.6% |
| 3M | +6.4% | -30.1% | +36.5% | +10.5% |
| 6M | +11.4% | +2.7% | +8.7% | +9.5% |
| YTD | +14.0% | +44.1% | -30.1% | +6.9% |
| 1Y | +20.2% | +38.7% | -18.5% | +12.4% |
| 3Y | +68.2% | +309.8% | -241.6% | +29.4% |
| 5Y | +54.8% | +1,569.7% | -1,514.9% | -4.8% |
| 10Y | +142.4% | +1,520.5% | -1,378.1% | +37.2% |
| All | +142.4% | +1,504.3% | -1,361.9% | +37.2% |
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