+98.5%
EWY vs MOD
+1,086.9%
-988.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +27.9% | -29.6% | -8.0% |
| 7D | +4.2% | +40.4% | -36.2% | -4.6% |
| 30D | -10.7% | -14.0% | +3.3% | -8.9% |
| 3M | -20.1% | -33.3% | +13.3% | -13.9% |
| 6M | -24.3% | -51.4% | +27.1% | -12.7% |
| YTD | +46.9% | +1.6% | +45.3% | +50.1% |
| 1Y | +55.2% | +5.4% | +49.8% | +57.0% |
| 3Y | +157.0% | +191.0% | -34.0% | +108.4% |
| All | +98.5% | +1,086.9% | -988.4% | +21.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling