+4,169.1%
EMR vs MOD
+1,544.7%
+2,624.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -7.3% | +2.7% | -3.1% |
| 7D | -4.8% | -34.2% | +29.4% | +3.0% |
| 30D | +0.7% | -51.9% | +52.6% | +15.8% |
| 3M | +0.4% | -53.0% | +53.5% | +15.4% |
| 6M | +18.4% | -66.4% | +84.7% | +44.0% |
| YTD | +23.9% | -31.5% | +55.5% | +28.6% |
| 1Y | +24.7% | -39.6% | +64.3% | +31.8% |
| 3Y | +86.4% | +116.8% | -30.4% | +41.9% |
| 5Y | +83.3% | +713.8% | -630.5% | +1.3% |
| 10Y | +320.2% | +882.7% | -562.5% | +95.6% |
| All | +4,169.1% | +1,544.7% | +2,624.4% | +1,445.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling