+161.7%
EWY vs MOD
+40.7%
+121.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.7% | +1.1% |
| 7D | +8.0% | +6.3% | +1.7% | +5.2% |
| 30D | +14.3% | -1.7% | +16.0% | +15.1% |
| 3M | +2.3% | -30.1% | +32.4% | +18.1% |
| 6M | +49.9% | +2.7% | +47.2% | +58.1% |
| YTD | +95.3% | +44.1% | +51.3% | +98.4% |
| 1Y | +161.7% | +38.7% | +123.0% | +164.9% |
| All | +161.7% | +40.7% | +121.0% | +164.9% |
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 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