+83.4%
EMR vs MOD
+748.9%
-665.6%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.7% | -5.9% | -1.3% |
| 7D | -1.6% | -25.5% | +24.0% | +3.7% |
| 30D | +2.0% | -49.0% | +51.0% | +16.1% |
| 3M | +3.8% | -49.8% | +53.6% | +18.0% |
| 6M | +10.5% | -64.8% | +75.3% | +33.8% |
| YTD | +23.7% | -27.6% | +51.3% | +27.1% |
| 1Y | +25.4% | -35.2% | +60.6% | +30.9% |
| 3Y | +86.6% | +137.1% | -50.6% | +37.1% |
| All | +83.4% | +748.9% | -665.6% | -1.3% |
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