+229.5%
EWY vs MOD
+1,079.7%
-850.1%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +27.9% | -29.6% | -7.1% |
| 7D | +4.2% | +40.4% | -36.2% | -3.3% |
| 30D | -10.7% | -14.0% | +3.3% | -9.1% |
| 3M | -20.1% | -33.3% | +13.3% | -14.9% |
| 6M | -24.3% | -51.4% | +27.1% | -14.4% |
| YTD | +46.9% | +1.6% | +45.3% | +47.4% |
| 1Y | +55.2% | +5.4% | +49.8% | +54.3% |
| 3Y | +157.0% | +191.0% | -34.0% | +106.7% |
| 5Y | +98.9% | +1,093.1% | -994.3% | +23.0% |
| All | +229.5% | +1,079.7% | -850.1% | +91.0% |
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