-33.5%
MOD vs EFV
+22.1%
-55.7%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +2.7% | +7.2% | +5.5% |
| 7D | -13.9% | +1.7% | -15.7% | -17.2% |
| 30D | -41.5% | +3.4% | -45.0% | -45.6% |
| 3M | -45.7% | -1.7% | -44.1% | -44.1% |
| 6M | -61.1% | +6.4% | -67.5% | -65.7% |
| YTD | -20.5% | +16.3% | -36.8% | -44.3% |
| All | -33.5% | +22.1% | -55.7% | -56.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling