+2,920.2%
EQT vs MOD
+2,341.4%
+578.8%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +27.9% | -27.0% | -3.8% |
| 7D | +6.9% | +40.4% | -33.5% | +0.3% |
| 30D | +0.4% | -14.0% | +14.4% | +1.5% |
| 3M | -2.0% | -33.3% | +31.3% | +2.8% |
| 6M | -5.0% | -51.4% | +46.4% | +3.4% |
| YTD | -0.3% | +1.6% | -1.9% | -6.3% |
| 1Y | -11.3% | +5.4% | -16.7% | -17.6% |
| 3Y | +38.3% | +191.0% | -152.7% | +1.2% |
| 5Y | +166.4% | +1,093.1% | -926.8% | +44.9% |
| 10Y | +62.2% | +1,095.2% | -1,033.0% | -21.8% |
| All | +2,920.2% | +2,341.4% | +578.8% | +987.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling