+3.6%
ENTG vs MOD
-61.4%
+65.0%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.3% | +3.5% | +7.8% | +8.8% |
| 7D | +7.9% | +8.2% | -0.3% | +2.7% |
| 30D | -3.6% | -38.2% | +34.6% | +33.6% |
| 3M | +2.7% | -46.2% | +49.0% | +54.7% |
| 6M | +3.6% | -62.5% | +66.1% | +104.5% |
| All | +3.6% | -61.4% | +65.0% | +104.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling