+56.3%
ENTG vs MOD
+148.6%
-92.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +9.9% | -0.4% | +4.9% |
| 7D | -7.6% | -13.9% | +6.3% | -1.9% |
| 30D | -15.5% | -41.5% | +26.1% | +7.0% |
| 3M | -7.8% | -45.7% | +37.9% | +19.7% |
| 6M | -5.9% | -61.1% | +55.2% | +41.8% |
| YTD | +66.7% | -20.5% | +87.2% | +88.2% |
| 1Y | +62.1% | -32.1% | +94.2% | +91.9% |
| 3Y | +56.3% | +146.5% | -90.2% | -15.8% |
| All | +56.3% | +148.6% | -92.3% | -15.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling