+4,441.5%
ETR vs MOD
+1,544.7%
+2,896.8%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -7.3% | +5.8% | -0.9% |
| 7D | +0.3% | -34.2% | +34.5% | +3.3% |
| 30D | +6.8% | -51.9% | +58.7% | +12.6% |
| 3M | +3.8% | -53.0% | +56.9% | +9.4% |
| 6M | -5.5% | -66.4% | +60.9% | +1.7% |
| YTD | +21.5% | -31.5% | +53.0% | +22.6% |
| 1Y | +17.4% | -39.6% | +57.0% | +19.3% |
| 3Y | +147.7% | +116.8% | +30.9% | +120.1% |
| 5Y | +152.0% | +713.8% | -561.8% | +96.1% |
| 10Y | +353.4% | +882.7% | -529.3% | +221.9% |
| All | +4,441.5% | +1,544.7% | +2,896.8% | +2,439.3% |
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 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