+217.5%
IEFA vs MOD
+2,721.2%
-2,503.6%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.3% | -4.2% | -0.4% |
| 7D | +0.6% | +9.6% | -9.0% | -0.6% |
| 30D | +1.0% | 0.0% | +1.0% | +0.9% |
| 3M | +4.7% | -35.4% | +40.1% | +10.1% |
| 6M | +8.6% | -7.3% | +15.8% | +8.0% |
| YTD | +14.8% | +45.8% | -31.0% | +7.0% |
| 1Y | +22.6% | +43.1% | -20.5% | +13.6% |
| 3Y | +67.0% | +297.7% | -230.7% | +26.9% |
| 5Y | +52.3% | +1,478.8% | -1,426.5% | -8.5% |
| 10Y | +147.3% | +1,633.4% | -1,486.0% | +28.6% |
| All | +217.5% | +2,721.2% | -2,503.6% | +46.9% |
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