+32.0%
EMR vs MOD
-6.2%
+38.2%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +27.9% | -27.8% | -4.7% |
| 7D | +2.8% | +40.4% | -37.6% | -3.9% |
| 30D | +3.7% | -14.0% | +17.7% | +5.9% |
| 3M | +2.0% | -33.3% | +35.4% | +9.5% |
| 6M | +22.1% | -51.4% | +73.5% | +39.5% |
| YTD | +27.2% | +1.6% | +25.6% | +25.7% |
| 1Y | +32.0% | +5.4% | +26.6% | +29.2% |
| All | +32.0% | -6.2% | +38.2% | +29.2% |
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