+152.1%
EXE vs MOD
+635.7%
-483.6%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.5% | -2.7% | +0.4% |
| 7D | +1.5% | +8.2% | -6.7% | +0.6% |
| 30D | -0.2% | -38.2% | +38.0% | +4.3% |
| 3M | -9.2% | -46.2% | +37.0% | -4.1% |
| 6M | -7.2% | -62.5% | +55.3% | +1.0% |
| YTD | -18.3% | -20.1% | +1.8% | -20.0% |
| 1Y | -23.6% | -29.7% | +6.1% | -24.4% |
| 3Y | +21.9% | +136.2% | -114.3% | -3.0% |
| 5Y | +73.7% | +820.4% | -746.7% | +9.0% |
| All | +152.1% | +635.7% | -483.6% | +60.2% |
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 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