+136.6%
EWT vs MOD
+129.2%
+7.4%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +5.7% | -1.8% | +2.7% |
| 7D | -11.7% | -25.5% | +13.8% | -6.5% |
| 30D | -23.2% | -49.0% | +25.8% | -11.9% |
| 3M | -12.5% | -49.8% | +37.3% | +0.3% |
| 6M | -5.9% | -64.8% | +58.9% | +15.4% |
| YTD | +40.5% | -27.6% | +68.1% | +49.9% |
| 1Y | +43.7% | -35.2% | +78.9% | +55.6% |
| 3Y | +136.6% | +137.1% | -0.5% | +96.1% |
| All | +136.6% | +129.2% | +7.4% | +96.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling