+293.2%
EWY vs MOD
+1,504.3%
-1,211.1%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.7% | +0.8% |
| 7D | +8.0% | +6.3% | +1.7% | +6.8% |
| 30D | +14.3% | -1.7% | +16.0% | +14.7% |
| 3M | +2.3% | -30.1% | +32.4% | +9.4% |
| 6M | +49.9% | +2.7% | +47.2% | +51.0% |
| YTD | +95.3% | +44.1% | +51.3% | +86.1% |
| 1Y | +161.7% | +38.7% | +123.0% | +148.8% |
| 3Y | +230.2% | +309.8% | -79.6% | +151.9% |
| 5Y | +148.1% | +1,569.7% | -1,421.6% | +46.4% |
| 10Y | +293.2% | +1,520.5% | -1,227.3% | +119.2% |
| All | +293.2% | +1,504.3% | -1,211.1% | +119.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling