+119.0%
EWT vs MOD
+1,086.9%
-967.9%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +27.9% | -27.7% | -5.4% |
| 7D | +9.1% | +40.4% | -31.3% | +1.2% |
| 30D | -12.2% | -14.0% | +1.8% | -10.8% |
| 3M | -9.4% | -33.3% | +23.9% | -3.7% |
| 6M | +2.7% | -51.4% | +54.1% | +15.3% |
| YTD | +53.3% | +1.6% | +51.7% | +50.0% |
| 1Y | +59.2% | +5.4% | +53.8% | +54.2% |
| 3Y | +157.1% | +191.0% | -33.9% | +99.4% |
| All | +119.0% | +1,086.9% | -967.9% | +30.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling