-12.8%
EW vs MOD
+832.8%
-845.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +9.9% | -7.4% | +1.9% |
| 7D | +12.3% | -13.9% | +26.2% | +13.0% |
| 30D | +22.9% | -41.5% | +64.4% | +26.7% |
| 3M | +16.7% | -45.7% | +62.4% | +20.7% |
| 6M | +31.0% | -61.1% | +92.1% | +38.0% |
| YTD | +22.8% | -20.5% | +43.3% | +21.5% |
| 1Y | +25.6% | -32.1% | +57.7% | +25.4% |
| 3Y | +62.0% | +146.5% | -84.5% | +36.9% |
| 5Y | -12.8% | +812.7% | -825.5% | -39.9% |
| All | -12.8% | +832.8% | -845.5% | -39.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling