+18.5%
EIX vs MOD
+832.8%
-814.3%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +9.9% | -8.6% | +0.6% |
| 7D | +0.7% | -13.9% | +14.7% | +1.5% |
| 30D | +8.8% | -41.5% | +50.3% | +12.7% |
| 3M | -10.9% | -45.7% | +34.8% | -7.4% |
| 6M | -10.3% | -61.1% | +50.8% | -4.9% |
| YTD | +5.8% | -20.5% | +26.3% | +4.8% |
| 1Y | +11.4% | -32.1% | +43.5% | +11.4% |
| 3Y | +11.1% | +146.5% | -135.4% | -4.7% |
| 5Y | +18.5% | +812.7% | -794.2% | -12.0% |
| All | +18.5% | +832.8% | -814.3% | -12.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling