+35.1%
EIX vs MOD
+920.5%
-885.4%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.9% | +3.0% | +0.3% |
| 7D | +1.0% | -17.8% | +18.8% | +2.3% |
| 30D | +8.9% | -43.2% | +52.1% | +13.8% |
| 3M | -9.8% | -46.0% | +36.3% | -5.5% |
| 6M | -10.2% | -62.2% | +52.0% | -3.6% |
| YTD | +5.9% | -22.8% | +28.7% | +5.4% |
| 1Y | +10.9% | -35.5% | +46.4% | +11.8% |
| 3Y | +10.2% | +128.2% | -118.0% | -5.6% |
| 5Y | +17.0% | +791.6% | -774.6% | -15.2% |
| 10Y | +35.1% | +886.3% | -851.2% | -13.2% |
| All | +35.1% | +920.5% | -885.4% | -13.2% |
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 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