+18.1%
EWZ vs MOD
+116.8%
-98.7%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -7.3% | +5.8% | -0.9% |
| 7D | -4.2% | -34.2% | +30.0% | -0.8% |
| 30D | -26.1% | -51.9% | +25.7% | -21.4% |
| 3M | -12.0% | -53.0% | +41.0% | -6.4% |
| 6M | -19.3% | -66.4% | +47.1% | -12.1% |
| YTD | +0.9% | -31.5% | +32.5% | +3.3% |
| 1Y | +3.4% | -39.6% | +42.9% | +6.5% |
| All | +18.1% | +116.8% | -98.7% | +0.2% |
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