+1,236.8%
EWY vs MOD
+1,098.5%
+138.4%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +4.3% | +0.3% | +3.6% |
| 7D | +4.8% | +9.6% | -4.8% | +2.6% |
| 30D | +11.7% | 0.0% | +11.6% | +11.6% |
| 3M | -7.4% | -35.4% | +28.0% | +2.7% |
| 6M | +40.6% | -7.3% | +47.8% | +43.6% |
| YTD | +94.3% | +45.8% | +48.5% | +78.4% |
| 1Y | +164.3% | +43.1% | +121.1% | +140.7% |
| 3Y | +221.0% | +297.7% | -76.7% | +113.7% |
| 5Y | +139.1% | +1,478.8% | -1,339.6% | +9.4% |
| 10Y | +298.8% | +1,633.4% | -1,334.6% | +47.2% |
| All | +1,236.8% | +1,098.5% | +138.4% | +279.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling