-11.8%
ENTG vs MOD
+748.9%
-760.8%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +5.7% | -3.1% | +0.1% |
| 7D | -17.1% | -25.5% | +8.4% | -6.6% |
| 30D | -23.0% | -49.0% | +26.0% | +2.5% |
| 3M | -10.2% | -49.8% | +39.6% | +19.6% |
| 6M | -17.8% | -64.8% | +47.0% | +27.7% |
| YTD | +52.4% | -27.6% | +80.0% | +75.7% |
| 1Y | +49.8% | -35.2% | +85.0% | +77.8% |
| 3Y | +42.1% | +137.1% | -95.0% | -10.5% |
| All | -11.8% | +748.9% | -760.8% | -71.1% |
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 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