+197.8%
IEFA vs MOD
+1,300.1%
-1,102.4%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.7% | -6.5% | -1.5% |
| 7D | -1.6% | -25.5% | +24.0% | +1.7% |
| 30D | -1.5% | -49.0% | +47.5% | +6.7% |
| 3M | -5.2% | -49.8% | +44.6% | +2.5% |
| 6M | -1.6% | -64.8% | +63.2% | +10.4% |
| YTD | +7.7% | -27.6% | +35.3% | +8.8% |
| 1Y | +12.2% | -35.2% | +47.4% | +14.4% |
| 3Y | +62.1% | +137.1% | -75.1% | +30.4% |
| 5Y | +43.7% | +760.3% | -716.6% | -7.4% |
| 10Y | +142.7% | +938.8% | -796.1% | +32.8% |
| All | +197.8% | +1,300.1% | -1,102.4% | +49.4% |
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