+770.1%
ENTG vs MOD
+1,005.7%
-235.7%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +9.9% | -0.4% | +6.1% |
| 7D | -7.6% | -13.9% | +6.3% | -3.2% |
| 30D | -15.5% | -41.5% | +26.1% | +1.0% |
| 3M | -7.8% | -45.7% | +37.9% | +12.3% |
| 6M | -5.9% | -61.1% | +55.2% | +28.5% |
| YTD | +66.7% | -20.5% | +87.2% | +81.4% |
| 1Y | +62.1% | -32.1% | +94.2% | +83.3% |
| 3Y | +56.3% | +146.5% | -90.2% | +15.4% |
| 5Y | -3.8% | +812.7% | -816.5% | -51.8% |
| 10Y | +770.1% | +966.8% | -196.8% | +301.4% |
| All | +770.1% | +1,005.7% | -235.7% | +301.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling