+966.8%
MOD vs EAT
+375.0%
+591.8%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -1.5% | +11.3% | +10.4% |
| 7D | -13.9% | -3.9% | -10.0% | -13.4% |
| 30D | -41.5% | +5.0% | -46.5% | -43.1% |
| 3M | -45.7% | -9.6% | -36.1% | -44.9% |
| 6M | -61.1% | +46.8% | -107.9% | -67.1% |
| YTD | -20.5% | +41.8% | -62.3% | -32.6% |
| 1Y | -32.1% | +98.3% | -130.4% | -49.2% |
| 3Y | +146.5% | +503.1% | -356.6% | +20.5% |
| 5Y | +812.7% | +356.7% | +456.1% | +362.1% |
| 10Y | +966.8% | +349.8% | +617.0% | +414.0% |
| All | +966.8% | +375.0% | +591.8% | +414.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling