+47.1%
EQT vs MOD
+1,553.3%
-1,506.1%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +5.6% | -7.2% | -2.5% |
| 7D | -2.0% | -2.8% | +0.8% | -1.6% |
| 30D | 0.0% | -5.1% | +5.1% | +0.6% |
| 3M | +5.9% | -30.3% | +36.2% | +11.0% |
| 6M | -14.8% | -5.6% | -9.1% | -16.4% |
| YTD | +1.8% | +41.8% | -40.0% | -8.2% |
| 1Y | +7.4% | +28.9% | -21.6% | -2.5% |
| 3Y | +33.6% | +304.1% | -270.5% | -7.7% |
| 5Y | +199.3% | +1,575.2% | -1,375.9% | +51.1% |
| All | +47.1% | +1,553.3% | -1,506.1% | -34.6% |
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 2016-09-11 to 2026-09-11: 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling