+1,067.2%
ENTG vs MOD
+334.4%
+732.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -7.3% | -5.4% | -9.8% |
| 7D | -22.0% | -34.2% | +12.1% | -8.6% |
| 30D | -25.2% | -51.9% | +26.7% | -0.4% |
| 3M | -14.2% | -53.0% | +38.8% | +14.7% |
| 6M | -16.3% | -66.4% | +50.0% | +28.4% |
| YTD | +48.5% | -31.5% | +80.1% | +69.9% |
| 1Y | +41.4% | -39.6% | +80.9% | +67.4% |
| 3Y | +36.7% | +116.8% | -80.1% | -10.6% |
| 5Y | -12.5% | +713.8% | -726.3% | -68.1% |
| 10Y | +734.4% | +882.7% | -148.3% | +101.2% |
| All | +1,067.2% | +334.4% | +732.8% | +100.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling