+799.3%
ENTG vs MOD
+915.9%
-116.6%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.3% | +3.5% | +7.8% | +10.1% |
| 7D | +7.9% | +8.2% | -0.3% | +5.5% |
| 30D | -3.6% | -38.2% | +34.6% | +13.1% |
| 3M | +2.7% | -46.2% | +49.0% | +25.6% |
| 6M | +3.6% | -62.5% | +66.1% | +43.2% |
| YTD | +83.6% | -20.1% | +103.7% | +99.6% |
| 1Y | +84.9% | -29.7% | +114.5% | +107.0% |
| 3Y | +63.2% | +136.2% | -73.0% | +22.0% |
| 5Y | +4.9% | +820.4% | -815.5% | -47.3% |
| 10Y | +799.3% | +839.8% | -40.5% | +325.3% |
| All | +799.3% | +915.9% | -116.6% | +325.3% |
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 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