+10.2%
EIX vs MOD
+138.1%
-127.9%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.9% | +3.0% | +0.3% |
| 7D | +1.0% | -17.8% | +18.8% | +1.9% |
| 30D | +8.9% | -43.2% | +52.1% | +12.7% |
| 3M | -9.8% | -46.0% | +36.3% | -6.5% |
| 6M | -10.2% | -62.2% | +52.0% | -5.1% |
| YTD | +5.9% | -22.8% | +28.7% | +4.7% |
| 1Y | +10.9% | -35.5% | +46.4% | +11.0% |
| 3Y | +10.2% | +128.2% | -118.0% | -9.0% |
| All | +10.2% | +138.1% | -127.9% | -9.0% |
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 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