+594.1%
EWT vs MOD
+857.9%
-263.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.3% | -2.4% | +1.0% |
| 7D | +4.0% | +9.6% | -5.6% | +2.2% |
| 30D | +10.3% | 0.0% | +10.3% | +10.2% |
| 3M | +6.1% | -35.4% | +41.5% | +14.7% |
| 6M | +56.6% | -7.3% | +63.9% | +57.3% |
| YTD | +76.6% | +45.8% | +30.8% | +61.7% |
| 1Y | +97.9% | +43.1% | +54.7% | +80.1% |
| 3Y | +198.0% | +297.7% | -99.7% | +111.0% |
| 5Y | +151.8% | +1,478.8% | -1,327.0% | +31.4% |
| 10Y | +514.1% | +1,633.4% | -1,119.3% | +168.1% |
| All | +594.1% | +857.9% | -263.8% | +147.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling