-4.9%
EQT vs MOD
-33.0%
+28.1%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -21.4% | +18.2% | -2.9% |
| 7D | -6.6% | -31.3% | +24.8% | -6.3% |
| 30D | +2.7% | -46.1% | +48.9% | +3.0% |
| 3M | -0.2% | -51.1% | +51.0% | +0.1% |
| 6M | -10.6% | -62.1% | +51.5% | -10.2% |
| YTD | -1.2% | -26.2% | +25.0% | -3.5% |
| 1Y | -4.9% | -32.6% | +27.7% | -6.7% |
| All | -4.9% | -33.0% | +28.1% | -6.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling