+3,045.3%
EQT vs MOD
+3,565.2%
-519.9%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.3% | -5.1% | -1.5% |
| 7D | +1.1% | +9.6% | -8.5% | -0.5% |
| 30D | +7.7% | 0.0% | +7.7% | +7.4% |
| 3M | +0.2% | -35.4% | +35.6% | +6.5% |
| 6M | -9.5% | -7.3% | -2.2% | -10.9% |
| YTD | +3.8% | +45.8% | -42.0% | -6.4% |
| 1Y | +7.8% | +43.1% | -35.4% | -3.7% |
| 3Y | +30.1% | +297.7% | -267.5% | -8.4% |
| 5Y | +188.6% | +1,478.8% | -1,290.1% | +52.5% |
| 10Y | +54.6% | +1,633.4% | -1,578.8% | -28.9% |
| All | +3,045.3% | +3,565.2% | -519.9% | +983.0% |
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