+395.7%
EFA vs MOD
+743.0%
-347.3%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.3% | -4.2% | -0.6% |
| 7D | +0.6% | +9.6% | -9.0% | -1.1% |
| 30D | +0.9% | 0.0% | +0.8% | +0.7% |
| 3M | +4.9% | -35.4% | +40.2% | +12.1% |
| 6M | +8.6% | -7.3% | +15.8% | +7.7% |
| YTD | +14.6% | +45.8% | -31.2% | +3.9% |
| 1Y | +22.6% | +43.1% | -20.5% | +10.2% |
| 3Y | +66.5% | +297.7% | -231.2% | +14.6% |
| 5Y | +54.5% | +1,478.8% | -1,424.2% | -22.4% |
| 10Y | +144.8% | +1,633.4% | -1,488.6% | +2.3% |
| All | +395.7% | +743.0% | -347.3% | +74.6% |
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