+301.5%
EMR vs MOD
+1,005.7%
-704.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +9.9% | -5.5% | +2.2% |
| 7D | +2.1% | -13.9% | +16.1% | +4.6% |
| 30D | +4.8% | -41.5% | +46.3% | +16.5% |
| 3M | +7.5% | -45.7% | +53.2% | +20.8% |
| 6M | +20.9% | -61.1% | +82.0% | +44.4% |
| YTD | +29.2% | -20.5% | +49.7% | +29.8% |
| 1Y | +33.0% | -32.1% | +65.1% | +37.4% |
| 3Y | +109.8% | +146.5% | -36.7% | +50.1% |
| 5Y | +91.9% | +812.7% | -720.8% | -4.4% |
| 10Y | +301.5% | +966.8% | -665.3% | +77.8% |
| All | +301.5% | +1,005.7% | -704.2% | +77.8% |
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