+82.4%
ENTG vs MOD
-6.2%
+88.6%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +27.9% | -31.6% | -16.9% |
| 7D | +15.2% | +40.4% | -25.2% | -5.3% |
| 30D | -3.6% | -14.0% | +10.4% | +2.5% |
| 3M | -10.0% | -33.3% | +23.4% | +8.4% |
| 6M | +1.8% | -51.4% | +53.2% | +44.5% |
| YTD | +75.5% | +1.6% | +73.9% | +101.3% |
| 1Y | +82.4% | +5.4% | +77.0% | +106.7% |
| All | +82.4% | -6.2% | +88.6% | +106.7% |
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