+743.3%
ENTG vs MOD
+920.5%
-177.2%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.9% | +1.8% | -0.1% |
| 7D | -9.3% | -17.8% | +8.6% | -3.5% |
| 30D | -16.4% | -43.2% | +26.9% | +0.9% |
| 3M | -3.8% | -46.0% | +42.2% | +17.4% |
| 6M | -6.9% | -62.2% | +55.3% | +28.4% |
| YTD | +65.0% | -22.8% | +87.8% | +81.3% |
| 1Y | +61.7% | -35.5% | +97.2% | +85.8% |
| 3Y | +46.6% | +128.2% | -81.6% | +10.7% |
| 5Y | -2.7% | +791.6% | -794.3% | -50.8% |
| 10Y | +743.3% | +886.3% | -143.0% | +297.1% |
| All | +743.3% | +920.5% | -177.2% | +297.1% |
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