+91.3%
EWT vs MOD
+40.7%
+50.6%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | -0.3% |
| 7D | +1.6% | +6.3% | -4.7% | 0.0% |
| 30D | +8.2% | -1.7% | +9.9% | +8.5% |
| 3M | +11.1% | -30.1% | +41.2% | +20.6% |
| 6M | +60.4% | +2.7% | +57.7% | +62.2% |
| YTD | +75.6% | +44.1% | +31.5% | +69.5% |
| 1Y | +91.3% | +38.7% | +52.6% | +85.1% |
| All | +91.3% | +40.7% | +50.6% | +85.1% |
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