+11.0%
EW vs MOD
+45.0%
-33.9%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.3% | -4.2% | 0.0% |
| 7D | -0.3% | +9.6% | -9.9% | -0.6% |
| 30D | +1.0% | 0.0% | +1.0% | +1.0% |
| 3M | +2.8% | -35.4% | +38.2% | +4.5% |
| 6M | +5.5% | -7.3% | +12.8% | +4.7% |
| YTD | +5.5% | +45.8% | -40.3% | +4.2% |
| 1Y | +11.0% | +43.1% | -32.1% | +11.8% |
| All | +11.0% | +45.0% | -33.9% | +11.8% |
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