+65.7%
ENTG vs MOD
-33.0%
+98.7%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -21.4% | +15.0% | +4.8% |
| 7D | -10.3% | -31.3% | +21.0% | +7.9% |
| 30D | -14.4% | -46.1% | +31.8% | +17.4% |
| 3M | -1.1% | -51.1% | +50.0% | +41.4% |
| 6M | +3.0% | -62.1% | +65.0% | +69.3% |
| YTD | +70.1% | -26.2% | +96.3% | +129.4% |
| 1Y | +65.7% | -32.6% | +98.3% | +126.6% |
| All | +65.7% | -33.0% | +98.7% | +126.6% |
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