+50.1%
EFA vs MOD
+1,086.9%
-1,036.8%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +27.9% | -27.7% | -2.9% |
| 7D | +2.2% | +40.4% | -38.2% | -2.0% |
| 30D | +1.4% | -14.0% | +15.4% | +2.3% |
| 3M | -4.2% | -33.3% | +29.2% | -0.7% |
| 6M | +1.9% | -51.4% | +53.3% | +8.8% |
| YTD | +10.2% | +1.6% | +8.6% | +6.7% |
| 1Y | +12.8% | +5.4% | +7.4% | +8.3% |
| 3Y | +65.2% | +191.0% | -125.8% | +28.4% |
| All | +50.1% | +1,086.9% | -1,036.8% | -11.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling