+74.8%
ENTG vs MOD
+45.0%
+29.8%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +4.3% | +1.8% | +3.9% |
| 7D | +2.8% | +9.6% | -6.8% | -2.1% |
| 30D | -4.7% | 0.0% | -4.7% | -4.5% |
| 3M | -0.7% | -35.4% | +34.6% | +23.4% |
| 6M | +7.7% | -7.3% | +15.0% | +15.8% |
| YTD | +65.1% | +45.8% | +19.3% | +53.9% |
| 1Y | +74.8% | +43.1% | +31.6% | +66.5% |
| All | +74.8% | +45.0% | +29.8% | +66.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling