+677.8%
ETSY vs MOD
+1,005.7%
-327.9%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +9.9% | -11.5% | -2.9% |
| 7D | -4.3% | -13.9% | +9.6% | -3.2% |
| 30D | +15.3% | -41.5% | +56.8% | +22.5% |
| 3M | +3.4% | -45.7% | +49.1% | +10.3% |
| 6M | +37.4% | -61.1% | +98.5% | +51.7% |
| YTD | +59.5% | -20.5% | +80.0% | +55.3% |
| 1Y | +49.7% | -32.1% | +81.8% | +48.4% |
| 3Y | +42.6% | +146.5% | -103.9% | +5.7% |
| 5Y | -65.8% | +812.7% | -878.5% | -80.9% |
| 10Y | +677.8% | +966.8% | -289.0% | +281.3% |
| All | +677.8% | +1,005.7% | -327.9% | +281.3% |
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