+810.7%
MOD vs EAT
+319.3%
+491.5%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.0% | 0.0% |
| 7D | +16.1% | -7.1% | +23.2% | +18.8% |
| 30D | -38.5% | -2.3% | -36.2% | -38.6% |
| 3M | -46.8% | -19.6% | -27.2% | -43.7% |
| 6M | -61.6% | +46.0% | -107.6% | -67.4% |
| YTD | -20.5% | +37.7% | -58.2% | -31.9% |
| 1Y | -28.0% | +73.8% | -101.8% | -43.5% |
| 3Y | +134.9% | +482.1% | -347.1% | +16.5% |
| 5Y | +833.2% | +362.5% | +470.7% | +371.4% |
| All | +810.7% | +319.3% | +491.5% | +352.3% |
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