+62.7%
EMR vs MOD
+1,486.5%
-1,423.7%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.3% | -2.6% | +0.8% |
| 7D | -1.5% | +9.6% | -11.1% | -3.5% |
| 30D | -5.6% | 0.0% | -5.6% | -5.8% |
| 3M | +7.9% | -35.4% | +43.3% | +17.4% |
| 6M | +6.0% | -7.3% | +13.3% | +5.8% |
| YTD | +16.4% | +45.8% | -29.4% | +5.0% |
| 1Y | +16.6% | +43.1% | -26.5% | +4.2% |
| 3Y | +62.9% | +297.7% | -234.8% | +9.4% |
| All | +62.7% | +1,486.5% | -1,423.7% | -24.4% |
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