+966.8%
MOD vs EFV
+165.2%
+801.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +2.7% | +7.2% | +6.0% |
| 7D | -13.9% | +1.7% | -15.7% | -17.0% |
| 30D | -41.5% | +3.4% | -45.0% | -45.0% |
| 3M | -45.7% | -1.7% | -44.1% | -45.1% |
| 6M | -61.1% | +6.4% | -67.5% | -64.6% |
| YTD | -20.5% | +16.3% | -36.8% | -35.4% |
| 1Y | -32.1% | +22.9% | -55.0% | -48.8% |
| 3Y | +146.5% | +92.8% | +53.6% | +1.1% |
| 5Y | +812.7% | +93.5% | +719.2% | +280.9% |
| 10Y | +966.8% | +162.1% | +804.7% | +231.5% |
| All | +966.8% | +165.2% | +801.7% | +231.5% |
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