+55.2%
EWT vs MOD
-33.0%
+88.2%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -21.4% | +20.2% | +4.2% |
| 7D | -10.9% | -31.3% | +20.4% | -2.5% |
| 30D | -17.7% | -46.1% | +28.4% | -4.4% |
| 3M | -5.0% | -51.1% | +46.1% | +12.6% |
| 6M | +7.4% | -62.1% | +69.4% | +35.2% |
| YTD | +52.8% | -26.2% | +79.0% | +76.8% |
| 1Y | +55.2% | -32.6% | +87.7% | +81.0% |
| All | +55.2% | -33.0% | +88.2% | +81.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling