+705.0%
ETN vs MOD
+1,486.8%
-781.8%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.3% | +1.7% | -0.7% |
| 7D | +6.2% | +3.6% | +2.6% | +5.2% |
| 30D | -6.7% | -2.6% | -4.0% | -6.0% |
| 3M | +3.6% | -33.1% | +36.8% | +15.5% |
| 6M | +18.3% | -7.5% | +25.8% | +19.6% |
| YTD | +31.5% | +39.3% | -7.8% | +17.5% |
| 1Y | +20.6% | +34.3% | -13.7% | +7.7% |
| 3Y | +82.5% | +296.2% | -213.6% | +17.9% |
| 5Y | +177.8% | +1,504.6% | -1,326.8% | +22.7% |
| 10Y | +705.0% | +1,511.5% | -806.5% | +202.3% |
| All | +705.0% | +1,486.8% | -781.8% | +202.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling