+656.6%
ETSY vs MOD
+822.6%
-166.1%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.5% | 0.0% |
| 7D | -3.5% | +16.1% | -19.6% | -5.5% |
| 30D | +11.4% | -38.5% | +49.9% | +17.5% |
| 3M | +10.9% | -46.8% | +57.7% | +18.6% |
| 6M | +53.5% | -61.6% | +115.1% | +69.9% |
| YTD | +59.3% | -20.5% | +79.8% | +55.0% |
| 1Y | +38.2% | -28.0% | +66.2% | +35.8% |
| 3Y | +39.6% | +134.9% | -95.3% | +4.4% |
| 5Y | -67.6% | +833.2% | -900.7% | -81.9% |
| All | +656.6% | +822.6% | -166.1% | +275.2% |
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