-32.6%
MOD vs EAT
+109.8%
-142.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | +6.3% | -27.7% | -22.1% |
| 7D | -31.3% | -0.1% | -31.2% | -31.2% |
| 30D | -46.1% | +13.5% | -59.7% | -47.2% |
| 3M | -51.1% | +1.0% | -52.1% | -51.3% |
| 6M | -62.1% | +57.3% | -119.3% | -66.4% |
| YTD | -26.2% | +53.6% | -79.8% | -34.1% |
| 1Y | -32.6% | +110.8% | -143.4% | -41.9% |
| All | -32.6% | +109.8% | -142.4% | -41.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 1y: compounded portfolio wealth divided by compounded EAT 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…
1y analysis · Full analysis span regression · 6 months rolling