+7,232.4%
EW vs MOD
+407.4%
+6,824.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -7.3% | +8.7% | +2.3% |
| 7D | +6.8% | -34.2% | +40.9% | +11.4% |
| 30D | +16.6% | -51.9% | +68.5% | +25.9% |
| 3M | +13.3% | -53.0% | +66.4% | +22.2% |
| 6M | +21.6% | -66.4% | +88.0% | +35.0% |
| YTD | +18.3% | -31.5% | +49.8% | +19.3% |
| 1Y | +21.7% | -39.6% | +61.3% | +24.1% |
| 3Y | +50.3% | +116.8% | -66.5% | +24.1% |
| 5Y | -15.0% | +713.8% | -728.8% | -43.1% |
| 10Y | +237.5% | +882.7% | -645.2% | +98.9% |
| All | +7,232.4% | +407.4% | +6,824.9% | +3,629.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling