+495.8%
EWT vs MOD
+1,504.3%
-1,008.5%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | -0.4% |
| 7D | +1.6% | +6.3% | -4.7% | +0.7% |
| 30D | +8.2% | -1.7% | +9.9% | +8.4% |
| 3M | +11.1% | -30.1% | +41.2% | +16.9% |
| 6M | +60.4% | +2.7% | +57.7% | +59.2% |
| YTD | +75.6% | +44.1% | +31.5% | +65.2% |
| 1Y | +91.3% | +38.7% | +52.6% | +79.8% |
| 3Y | +200.3% | +309.8% | -109.5% | +135.2% |
| 5Y | +156.4% | +1,569.7% | -1,413.3% | +63.8% |
| 10Y | +495.8% | +1,520.5% | -1,024.7% | +268.9% |
| All | +495.8% | +1,504.3% | -1,008.5% | +268.9% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling