+91.9%
EMR vs MOD
+832.8%
-740.8%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +9.9% | -5.5% | +2.4% |
| 7D | +2.1% | -13.9% | +16.1% | +4.5% |
| 30D | +4.8% | -41.5% | +46.3% | +15.9% |
| 3M | +7.5% | -45.7% | +53.2% | +20.2% |
| 6M | +20.9% | -61.1% | +82.0% | +43.3% |
| YTD | +29.2% | -20.5% | +49.7% | +30.1% |
| 1Y | +33.0% | -32.1% | +65.1% | +37.5% |
| 3Y | +109.8% | +146.5% | -36.7% | +53.0% |
| 5Y | +91.9% | +812.7% | -720.8% | +3.4% |
| All | +91.9% | +832.8% | -740.8% | +3.4% |
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