+199.8%
ETSY vs MOD
+653.6%
-453.8%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +5.7% | -7.5% | -2.6% |
| 7D | +1.1% | -25.5% | +26.6% | +4.8% |
| 30D | +25.8% | -49.0% | +74.8% | +37.6% |
| 3M | +9.3% | -49.8% | +59.1% | +19.1% |
| 6M | +38.4% | -64.8% | +103.2% | +57.2% |
| YTD | +62.2% | -27.6% | +89.8% | +59.8% |
| 1Y | +58.3% | -35.2% | +93.5% | +57.9% |
| 3Y | +42.6% | +137.1% | -94.6% | +2.2% |
| 5Y | -65.4% | +760.3% | -825.7% | -81.8% |
| 10Y | +685.4% | +938.8% | -253.4% | +202.5% |
| All | +199.8% | +653.6% | -453.8% | +6.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling