-35.5%
MOD vs EAT
+88.8%
-124.2%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.1% | +1.2% | -2.4% |
| 7D | -17.8% | -5.9% | -11.9% | -17.4% |
| 30D | -43.2% | +0.7% | -43.9% | -43.6% |
| 3M | -46.0% | -14.2% | -31.8% | -45.0% |
| 6M | -62.2% | +40.7% | -103.0% | -66.1% |
| YTD | -22.8% | +36.0% | -58.8% | -30.2% |
| 1Y | -35.5% | +83.1% | -118.5% | -43.8% |
| All | -35.5% | +88.8% | -124.2% | -43.8% |
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