+150.1%
EXE vs MOD
+610.8%
-460.7%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.9% | +5.2% | +2.6% |
| 7D | -2.2% | -17.8% | +15.6% | -0.5% |
| 30D | -0.3% | -43.2% | +42.9% | +5.1% |
| 3M | -9.3% | -46.0% | +36.7% | -4.2% |
| 6M | -7.2% | -62.2% | +55.0% | +0.9% |
| YTD | -18.9% | -22.8% | +3.9% | -20.4% |
| 1Y | -21.7% | -35.5% | +13.8% | -21.7% |
| 3Y | +21.0% | +128.2% | -107.2% | -3.4% |
| 5Y | +76.0% | +791.6% | -715.6% | +10.7% |
| All | +150.1% | +610.8% | -460.7% | +59.6% |
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