+653.5%
ETSY vs MOD
+920.5%
-267.0%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.9% | +0.7% | -1.8% |
| 7D | -3.7% | -17.8% | +14.1% | -2.0% |
| 30D | +12.8% | -43.2% | +56.0% | +20.2% |
| 3M | +7.6% | -46.0% | +53.6% | +14.8% |
| 6M | +34.4% | -62.2% | +96.6% | +48.9% |
| YTD | +56.0% | -22.8% | +78.8% | +52.4% |
| 1Y | +43.6% | -35.5% | +79.1% | +43.4% |
| 3Y | +36.8% | +128.2% | -91.5% | +2.6% |
| 5Y | -65.2% | +791.6% | -856.8% | -80.5% |
| 10Y | +653.5% | +886.3% | -232.8% | +276.6% |
| All | +653.5% | +920.5% | -267.0% | +276.6% |
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 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