+32.5%
EMR vs MOD
-33.9%
+66.4%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +9.9% | -5.5% | +2.5% |
| 7D | +2.1% | -13.9% | +16.1% | +4.2% |
| 30D | +4.8% | -41.5% | +46.3% | +15.7% |
| 3M | +7.5% | -45.7% | +53.2% | +20.0% |
| 6M | +20.9% | -61.1% | +82.0% | +43.9% |
| YTD | +29.2% | -20.5% | +49.7% | +33.7% |
| All | +32.5% | -33.9% | +66.4% | +40.9% |
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