+50.6%
EWT vs MOD
-35.8%
+86.4%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.9% | +1.9% | -0.2% |
| 7D | -3.7% | -17.8% | +14.2% | +0.6% |
| 30D | -17.2% | -43.2% | +26.1% | -4.9% |
| 3M | -7.3% | -46.0% | +38.7% | +7.2% |
| 6M | -1.5% | -62.2% | +60.8% | +23.9% |
| YTD | +49.0% | -22.8% | +71.8% | +70.8% |
| 1Y | +50.6% | -35.5% | +86.1% | +76.8% |
| All | +50.6% | -35.8% | +86.4% | +76.8% |
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 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