+28.0%
EIX vs MOD
+911.6%
-883.6%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +5.7% | -8.2% | -3.0% |
| 7D | +1.0% | -25.5% | +26.5% | +3.2% |
| 30D | +9.1% | -49.0% | +58.1% | +15.1% |
| 3M | -10.2% | -49.8% | +39.6% | -5.4% |
| 6M | -11.2% | -64.8% | +53.5% | -4.2% |
| YTD | +4.5% | -27.6% | +32.1% | +4.5% |
| 1Y | +10.9% | -35.2% | +46.1% | +11.6% |
| 3Y | +8.4% | +137.1% | -128.7% | -7.4% |
| 5Y | +18.0% | +760.3% | -742.3% | -14.0% |
| All | +28.0% | +911.6% | -883.6% | -16.0% |
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 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