+46.5%
ETSY vs MOD
+45.0%
+1.6%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +4.3% | -11.0% | -6.8% |
| 7D | -8.5% | +9.6% | -18.1% | -8.7% |
| 30D | -10.9% | 0.0% | -10.9% | -11.0% |
| 3M | +14.1% | -35.4% | +49.5% | +16.4% |
| 6M | +37.5% | -7.3% | +44.8% | +35.5% |
| YTD | +38.0% | +45.8% | -7.8% | +27.3% |
| 1Y | +46.5% | +43.1% | +3.4% | +30.6% |
| All | +46.5% | +45.0% | +1.6% | +30.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling