+81.1%
EWZ vs MOD
+1,642.7%
-1,561.6%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.3% | -5.0% | -1.4% |
| 7D | +6.5% | +9.6% | -3.1% | +4.8% |
| 30D | +4.8% | 0.0% | +4.8% | +4.6% |
| 3M | +9.9% | -35.4% | +45.3% | +17.2% |
| 6M | +1.9% | -7.3% | +9.2% | +1.0% |
| YTD | +20.3% | +45.8% | -25.5% | +9.3% |
| 1Y | +35.6% | +43.1% | -7.5% | +22.1% |
| 3Y | +43.4% | +297.7% | -254.2% | -3.7% |
| 5Y | +55.9% | +1,478.8% | -1,422.8% | -27.5% |
| All | +81.1% | +1,642.7% | -1,561.6% | -26.7% |
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 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