+241.1%
EWY vs MOD
+827.6%
-586.4%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +3.5% | +2.7% | +5.5% |
| 7D | -2.8% | +8.2% | -11.1% | -4.2% |
| 30D | -13.1% | -38.2% | +25.1% | -5.0% |
| 3M | -11.6% | -46.2% | +34.6% | -1.0% |
| 6M | -23.4% | -62.5% | +39.2% | -8.1% |
| YTD | +52.0% | -20.1% | +72.1% | +61.2% |
| 1Y | +58.6% | -29.7% | +88.3% | +70.6% |
| 3Y | +163.3% | +136.2% | +27.1% | +122.7% |
| 5Y | +108.7% | +820.4% | -711.7% | +36.8% |
| All | +241.1% | +827.6% | -586.4% | +108.9% |
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