+6,438.2%
EW vs MOD
+1,007.2%
+5,430.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.3% | -4.2% | -0.4% |
| 7D | -0.3% | +9.6% | -9.9% | -1.4% |
| 30D | +1.0% | 0.0% | +1.0% | +0.9% |
| 3M | +2.8% | -35.4% | +38.2% | +7.3% |
| 6M | +5.5% | -7.3% | +12.8% | +4.7% |
| YTD | +5.5% | +45.8% | -40.3% | -1.5% |
| 1Y | +11.0% | +43.1% | -32.1% | +3.0% |
| 3Y | +17.7% | +297.7% | -280.0% | -8.6% |
| 5Y | -25.7% | +1,478.8% | -1,504.5% | -53.5% |
| 10Y | +132.8% | +1,633.4% | -1,500.6% | +30.0% |
| All | +6,438.2% | +1,007.2% | +5,430.9% | +2,964.8% |
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 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