+145.8%
IEFA vs MOD
+920.5%
-774.7%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.9% | +2.4% | -0.2% |
| 7D | +1.1% | -17.8% | +19.0% | +3.0% |
| 30D | +0.7% | -43.2% | +43.9% | +7.1% |
| 3M | -3.4% | -46.0% | +42.7% | +3.1% |
| 6M | +1.5% | -62.2% | +63.7% | +12.2% |
| YTD | +10.4% | -22.8% | +33.2% | +10.6% |
| 1Y | +13.4% | -35.5% | +48.9% | +15.6% |
| 3Y | +66.7% | +128.2% | -61.6% | +36.4% |
| 5Y | +49.5% | +791.6% | -742.1% | -2.0% |
| 10Y | +145.8% | +886.3% | -740.6% | +47.8% |
| All | +145.8% | +920.5% | -774.7% | +47.8% |
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