-8.2%
EW vs MOD
+1,086.9%
-1,095.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +27.9% | -26.6% | -0.4% |
| 7D | +4.9% | +40.4% | -35.5% | +2.6% |
| 30D | +23.9% | -14.0% | +37.9% | +24.6% |
| 3M | +15.8% | -33.3% | +49.1% | +18.1% |
| 6M | +31.7% | -51.4% | +83.1% | +36.7% |
| YTD | +25.7% | +1.6% | +24.1% | +22.2% |
| 1Y | +24.4% | +5.4% | +19.1% | +20.5% |
| 3Y | +65.9% | +191.0% | -125.1% | +38.9% |
| All | -8.2% | +1,086.9% | -1,095.1% | -37.8% |
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 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