+90.2%
EMR vs MOD
+1,086.9%
-996.6%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +27.9% | -27.8% | -5.5% |
| 7D | +2.8% | +40.4% | -37.6% | -4.8% |
| 30D | +3.7% | -14.0% | +17.7% | +5.3% |
| 3M | +2.0% | -33.3% | +35.4% | +8.7% |
| 6M | +22.1% | -51.4% | +73.5% | +37.5% |
| YTD | +27.2% | +1.6% | +25.6% | +21.0% |
| 1Y | +32.0% | +5.4% | +26.6% | +23.9% |
| 3Y | +103.3% | +191.0% | -87.7% | +42.3% |
| All | +90.2% | +1,086.9% | -996.6% | -3.9% |
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 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