+197.0%
EWT vs MOD
+300.6%
-103.6%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.3% | -2.4% | +0.9% |
| 7D | +4.0% | +9.6% | -5.6% | +1.9% |
| 30D | +10.3% | 0.0% | +10.3% | +10.1% |
| 3M | +6.1% | -35.4% | +41.5% | +15.3% |
| 6M | +56.6% | -7.3% | +63.9% | +58.2% |
| YTD | +76.6% | +45.8% | +30.8% | +63.8% |
| 1Y | +97.9% | +43.1% | +54.7% | +82.5% |
| All | +197.0% | +300.6% | -103.6% | +113.8% |
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 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