+410.3%
ETSY vs MOD
+1,504.3%
-1,094.0%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -1.2% | -3.6% | -4.7% |
| 7D | -10.9% | +6.3% | -17.2% | -11.7% |
| 30D | -14.9% | -1.7% | -13.2% | -14.9% |
| 3M | +5.8% | -30.1% | +35.9% | +10.1% |
| 6M | +29.1% | +2.7% | +26.4% | +25.1% |
| YTD | +31.3% | +44.1% | -12.7% | +19.5% |
| 1Y | +25.1% | +38.7% | -13.6% | +13.6% |
| 3Y | +8.5% | +309.8% | -301.3% | -24.5% |
| 5Y | -66.1% | +1,569.7% | -1,635.8% | -82.6% |
| 10Y | +410.3% | +1,520.5% | -1,110.2% | +112.1% |
| All | +410.3% | +1,504.3% | -1,094.0% | +112.1% |
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