-5.0%
EQT vs MOD
-51.6%
+46.6%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +27.9% | -27.0% | +0.6% |
| 7D | +6.9% | +40.4% | -33.5% | +6.6% |
| 30D | +0.4% | -14.0% | +14.4% | -0.6% |
| 3M | -2.0% | -33.3% | +31.3% | -3.8% |
| 6M | -5.0% | -51.4% | +46.4% | -8.2% |
| All | -5.0% | -51.6% | +46.6% | -8.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling