+161.6%
EWY vs MOD
+135.8%
+25.9%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.5% |
| 7D | +10.4% | +16.1% | -5.7% | +6.1% |
| 30D | -12.7% | -38.5% | +25.8% | -1.6% |
| 3M | -17.3% | -46.8% | +29.5% | -3.6% |
| 6M | -18.6% | -61.6% | +43.0% | +2.8% |
| YTD | +49.5% | -20.5% | +70.1% | +68.2% |
| 1Y | +55.0% | -28.0% | +83.0% | +76.0% |
| All | +161.6% | +135.8% | +25.9% | +133.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling