-2.7%
ENTG vs MOD
+796.3%
-798.9%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.9% | +1.8% | +0.2% |
| 7D | -9.3% | -17.8% | +8.6% | -1.9% |
| 30D | -16.4% | -43.2% | +26.9% | +6.3% |
| 3M | -3.8% | -46.0% | +42.2% | +24.1% |
| 6M | -6.9% | -62.2% | +55.3% | +40.3% |
| YTD | +65.0% | -22.8% | +87.8% | +85.1% |
| 1Y | +61.7% | -35.5% | +97.2% | +92.0% |
| 3Y | +46.6% | +128.2% | -81.6% | -6.4% |
| 5Y | -2.7% | +791.6% | -794.3% | -68.5% |
| All | -2.7% | +796.3% | -798.9% | -68.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling