+25.1%
ETSY vs MOD
+40.7%
-15.6%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -1.2% | -3.6% | -4.8% |
| 7D | -10.9% | +6.3% | -17.2% | -11.0% |
| 30D | -14.9% | -1.7% | -13.2% | -14.9% |
| 3M | +5.8% | -30.1% | +35.9% | +7.2% |
| 6M | +29.1% | +2.7% | +26.4% | +25.7% |
| YTD | +31.3% | +44.1% | -12.7% | +21.7% |
| 1Y | +25.1% | +38.7% | -13.6% | +14.1% |
| All | +25.1% | +40.7% | -15.6% | +14.1% |
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 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