+52.2%
EW vs MOD
+129.2%
-77.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +5.7% | -4.4% | +1.1% |
| 7D | +11.0% | -25.5% | +36.6% | +12.2% |
| 30D | +19.1% | -49.0% | +68.1% | +22.7% |
| 3M | +14.4% | -49.8% | +64.2% | +17.7% |
| 6M | +22.8% | -64.8% | +87.5% | +28.6% |
| YTD | +19.8% | -27.6% | +47.5% | +18.9% |
| 1Y | +23.9% | -35.2% | +59.1% | +23.6% |
| 3Y | +52.2% | +137.1% | -84.9% | +25.5% |
| All | +52.2% | +129.2% | -77.0% | +25.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling