+11.2%
EIX vs MOD
+116.8%
-105.6%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -7.3% | +6.3% | -0.5% |
| 7D | +2.5% | -34.2% | +36.7% | +5.0% |
| 30D | +14.1% | -51.9% | +65.9% | +19.4% |
| 3M | -9.4% | -53.0% | +43.6% | -5.3% |
| 6M | -9.1% | -66.4% | +57.3% | -3.2% |
| YTD | +7.1% | -31.5% | +38.7% | +6.7% |
| 1Y | +13.3% | -39.6% | +52.8% | +13.6% |
| All | +11.2% | +116.8% | -105.6% | -8.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling