+10.6%
EFA vs MOD
-39.8%
+50.4%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.7% | -6.5% | -1.3% |
| 7D | -1.4% | -25.5% | +24.1% | +0.8% |
| 30D | -1.2% | -49.0% | +47.8% | +5.0% |
| 3M | -5.1% | -49.8% | +44.7% | +0.8% |
| 6M | -1.2% | -64.8% | +63.5% | +8.3% |
| YTD | +7.8% | -27.6% | +35.4% | +11.2% |
| All | +10.6% | -39.8% | +50.4% | +15.0% |
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