+196.8%
EWY vs MOD
+911.6%
-714.9%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +5.7% | -1.6% | +3.0% |
| 7D | -10.4% | -25.5% | +15.2% | -5.5% |
| 30D | -25.4% | -49.0% | +23.6% | -15.4% |
| 3M | -16.5% | -49.8% | +33.3% | -5.3% |
| 6M | -24.7% | -64.8% | +40.1% | -8.6% |
| YTD | +40.9% | -27.6% | +68.6% | +52.4% |
| 1Y | +49.8% | -35.2% | +85.0% | +63.7% |
| 3Y | +134.8% | +137.1% | -2.3% | +99.7% |
| 5Y | +91.4% | +760.3% | -668.9% | +28.2% |
| All | +196.8% | +911.6% | -714.9% | +86.8% |
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 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