+1.9%
EWZ vs MOD
-10.4%
+12.3%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.3% | -5.0% | -1.3% |
| 7D | +6.5% | +9.6% | -3.1% | +5.2% |
| 30D | +4.8% | 0.0% | +4.8% | +4.7% |
| 3M | +9.9% | -35.4% | +45.3% | +16.5% |
| 6M | +1.9% | -7.3% | +9.2% | -3.3% |
| All | +1.9% | -10.4% | +12.3% | -3.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling