+155.0%
ETSY vs MOD
+1,418.4%
-1,263.4%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +4.3% | -11.0% | -7.4% |
| 7D | -8.5% | +9.6% | -18.1% | -9.8% |
| 30D | -10.9% | 0.0% | -10.9% | -11.2% |
| 3M | +14.1% | -35.4% | +49.5% | +20.7% |
| 6M | +37.5% | -7.3% | +44.8% | +35.1% |
| YTD | +38.0% | +45.8% | -7.8% | +24.2% |
| 1Y | +46.5% | +43.1% | +3.4% | +31.2% |
| 3Y | +2.5% | +297.7% | -295.2% | -30.6% |
| 5Y | -65.3% | +1,478.8% | -1,544.0% | -83.1% |
| 10Y | +451.6% | +1,633.4% | -1,181.8% | +107.8% |
| All | +155.0% | +1,418.4% | -1,263.4% | -17.3% |
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 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