+202.4%
EQT vs MOD
+1,484.1%
-1,281.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.3% | +2.4% | -0.5% |
| 7D | -2.0% | +3.6% | -5.6% | -2.5% |
| 30D | +1.0% | -2.6% | +3.7% | +1.2% |
| 3M | +4.0% | -33.1% | +37.2% | +8.7% |
| 6M | -11.7% | -7.5% | -4.2% | -13.0% |
| YTD | +2.8% | +39.3% | -36.5% | -6.1% |
| 1Y | +10.0% | +34.3% | -24.3% | 0.0% |
| 3Y | +34.1% | +296.2% | -262.0% | -3.5% |
| All | +202.4% | +1,484.1% | -1,281.6% | +65.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling