+23.9%
EW vs MOD
-37.3%
+61.2%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +5.7% | -4.4% | +1.2% |
| 7D | +11.0% | -25.5% | +36.6% | +11.4% |
| 30D | +19.1% | -49.0% | +68.1% | +21.0% |
| 3M | +14.4% | -49.8% | +64.2% | +16.1% |
| 6M | +22.8% | -64.8% | +87.5% | +26.6% |
| YTD | +19.8% | -27.6% | +47.5% | +16.1% |
| 1Y | +23.9% | -35.2% | +59.1% | +21.3% |
| All | +23.9% | -37.3% | +61.2% | +21.3% |
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 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