+346.7%
EWZ vs MOD
+342.4%
+4.3%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -7.3% | +5.8% | +0.2% |
| 7D | -4.2% | -34.2% | +30.0% | +4.7% |
| 30D | -26.1% | -51.9% | +25.7% | -13.4% |
| 3M | -12.0% | -53.0% | +41.0% | +3.0% |
| 6M | -19.3% | -66.4% | +47.1% | +0.2% |
| YTD | +0.9% | -31.5% | +32.5% | +3.8% |
| 1Y | +3.4% | -39.6% | +42.9% | +8.3% |
| 3Y | +18.6% | +116.8% | -98.2% | -19.5% |
| 5Y | +56.6% | +713.8% | -657.2% | -30.5% |
| 10Y | +50.3% | +882.7% | -832.4% | -47.9% |
| All | +346.7% | +342.4% | +4.3% | +27.9% |
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