+146.4%
IEFA vs MOD
+1,005.7%
-859.3%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +9.9% | -6.8% | +1.8% |
| 7D | +1.1% | -13.9% | +15.0% | +2.4% |
| 30D | +1.2% | -41.5% | +42.7% | +7.3% |
| 3M | -3.4% | -45.7% | +42.4% | +3.1% |
| 6M | +2.0% | -61.1% | +63.2% | +12.4% |
| YTD | +11.0% | -20.5% | +31.5% | +10.8% |
| 1Y | +15.2% | -32.1% | +47.4% | +16.8% |
| 3Y | +68.4% | +146.5% | -78.1% | +36.5% |
| 5Y | +48.4% | +812.7% | -764.3% | -2.9% |
| 10Y | +146.4% | +966.8% | -820.5% | +48.3% |
| All | +146.4% | +1,005.7% | -859.3% | +48.3% |
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 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