+452.2%
EWT vs MOD
+364.5%
+87.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +5.7% | -1.8% | +2.8% |
| 7D | -11.7% | -25.5% | +13.8% | -7.1% |
| 30D | -23.2% | -49.0% | +25.8% | -13.3% |
| 3M | -12.5% | -49.8% | +37.3% | -1.2% |
| 6M | -5.9% | -64.8% | +58.9% | +12.9% |
| YTD | +40.5% | -27.6% | +68.1% | +45.7% |
| 1Y | +43.7% | -35.2% | +78.9% | +51.1% |
| 3Y | +136.6% | +137.1% | -0.5% | +84.2% |
| 5Y | +105.1% | +760.3% | -655.2% | +19.5% |
| 10Y | +387.0% | +938.8% | -551.9% | +131.9% |
| All | +452.2% | +364.5% | +87.7% | +123.8% |
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 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