+248.8%
EW vs MOD
+915.9%
-667.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.5% | -1.8% | +1.4% |
| 7D | +6.5% | +8.2% | -1.7% | +5.7% |
| 30D | +22.5% | -38.2% | +60.6% | +27.3% |
| 3M | +13.0% | -46.2% | +59.2% | +18.6% |
| 6M | +37.1% | -62.5% | +99.7% | +47.9% |
| YTD | +24.1% | -20.1% | +44.2% | +22.8% |
| 1Y | +24.2% | -29.7% | +53.9% | +24.1% |
| 3Y | +64.8% | +136.2% | -71.4% | +36.8% |
| 5Y | -7.4% | +820.4% | -827.8% | -37.8% |
| 10Y | +248.8% | +839.8% | -591.0% | +114.8% |
| All | +248.8% | +915.9% | -667.1% | +114.8% |
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 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