+8.7%
EQT vs MOD
+25.1%
-16.5%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.6% | +4.2% | +0.6% |
| 7D | -1.2% | -3.9% | +2.8% | -1.1% |
| 30D | +1.1% | -9.6% | +10.7% | +1.1% |
| 3M | +4.8% | -30.6% | +35.4% | +5.1% |
| 6M | -10.6% | -10.9% | +0.4% | -11.4% |
| YTD | +3.4% | +34.3% | -30.8% | -0.8% |
| 1Y | +8.7% | +18.3% | -9.7% | +5.6% |
| All | +8.7% | +25.1% | -16.5% | +5.6% |
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 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