+16.6%
EMR vs MOD
+45.0%
-28.4%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.3% | -2.6% | +0.8% |
| 7D | -1.5% | +9.6% | -11.1% | -3.5% |
| 30D | -5.6% | 0.0% | -5.6% | -5.8% |
| 3M | +7.9% | -35.4% | +43.3% | +17.5% |
| 6M | +6.0% | -7.3% | +13.3% | +6.0% |
| YTD | +16.4% | +45.8% | -29.4% | +9.2% |
| 1Y | +16.6% | +43.1% | -26.5% | +10.1% |
| All | +16.6% | +45.0% | -28.4% | +10.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling