+235.5%
EW vs MOD
+911.6%
-676.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +5.7% | -4.4% | +0.8% |
| 7D | +11.0% | -25.5% | +36.6% | +13.5% |
| 30D | +19.1% | -49.0% | +68.1% | +25.9% |
| 3M | +14.4% | -49.8% | +64.2% | +20.7% |
| 6M | +22.8% | -64.8% | +87.5% | +33.0% |
| YTD | +19.8% | -27.6% | +47.5% | +19.6% |
| 1Y | +23.9% | -35.2% | +59.1% | +24.7% |
| 3Y | +52.2% | +137.1% | -84.9% | +26.2% |
| 5Y | -13.9% | +760.3% | -774.2% | -41.6% |
| All | +235.5% | +911.6% | -676.2% | +110.9% |
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