+16.6%
EIX vs MOD
-33.0%
+49.6%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -21.4% | +24.6% | +3.5% |
| 7D | +4.5% | -31.3% | +35.8% | +5.4% |
| 30D | +15.2% | -46.1% | +61.3% | +17.1% |
| 3M | -11.6% | -51.1% | +39.5% | -10.1% |
| 6M | -8.4% | -62.1% | +53.7% | -6.3% |
| YTD | +8.2% | -26.2% | +34.4% | +7.9% |
| 1Y | +16.6% | -32.6% | +49.1% | +16.9% |
| All | +16.6% | -33.0% | +49.6% | +16.9% |
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