+1,520.5%
MOD vs EFV
+163.3%
+1,357.1%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -0.2% |
| 7D | +6.3% | +1.0% | +5.3% | +4.9% |
| 30D | -1.7% | +0.2% | -1.8% | -1.8% |
| 3M | -30.1% | +9.6% | -39.7% | -38.5% |
| 6M | +2.7% | +14.0% | -11.3% | -13.5% |
| YTD | +44.1% | +18.5% | +25.6% | +15.6% |
| 1Y | +38.7% | +27.9% | +10.8% | +0.5% |
| 3Y | +309.8% | +92.4% | +217.3% | +71.4% |
| 5Y | +1,569.7% | +97.2% | +1,472.5% | +587.2% |
| 10Y | +1,520.5% | +163.0% | +1,357.5% | +390.5% |
| All | +1,520.5% | +163.3% | +1,357.1% | +390.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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