+49.8%
EWY vs MOD
-37.3%
+87.1%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +5.7% | -1.6% | +1.6% |
| 7D | -10.4% | -25.5% | +15.2% | +0.4% |
| 30D | -25.4% | -49.0% | +23.6% | -1.4% |
| 3M | -16.5% | -49.8% | +33.3% | +10.3% |
| 6M | -24.7% | -64.8% | +40.1% | +15.7% |
| YTD | +40.9% | -27.6% | +68.6% | +94.5% |
| 1Y | +49.8% | -35.2% | +85.0% | +108.6% |
| All | +49.8% | -37.3% | +87.1% | +108.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling