+43.6%
EWZ vs MOD
+911.6%
-868.1%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +5.7% | -5.0% | -0.3% |
| 7D | -1.5% | -25.5% | +24.1% | +2.9% |
| 30D | -24.5% | -49.0% | +24.5% | -16.1% |
| 3M | -10.7% | -49.8% | +39.1% | -1.0% |
| 6M | -19.1% | -64.8% | +45.7% | -6.0% |
| YTD | +1.6% | -27.6% | +29.3% | +2.9% |
| 1Y | +4.3% | -35.2% | +39.5% | +6.8% |
| 3Y | +19.0% | +137.1% | -118.2% | -13.9% |
| 5Y | +57.7% | +760.3% | -702.6% | -19.6% |
| All | +43.6% | +911.6% | -868.1% | -28.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling