+5.4%
MOD vs EAT
+75.7%
-70.3%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +27.9% | +0.4% | +27.5% | +27.8% |
| 7D | +40.4% | -4.0% | +44.4% | +41.2% |
| 30D | -14.0% | -2.9% | -11.1% | -14.0% |
| 3M | -33.3% | -16.9% | -16.5% | -31.3% |
| 6M | -51.4% | +57.0% | -108.4% | -58.4% |
| YTD | +1.6% | +38.2% | -36.6% | -10.3% |
| 1Y | +5.4% | +69.3% | -63.9% | -10.3% |
| All | +5.4% | +75.7% | -70.3% | -10.3% |
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 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