+191.0%
MOD vs EFV
+91.8%
+99.2%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +27.9% | +0.4% | +27.5% | +27.3% |
| 7D | +40.4% | +2.5% | +37.9% | +35.7% |
| 30D | -14.0% | +2.9% | -16.9% | -18.8% |
| 3M | -33.3% | -1.4% | -31.9% | -32.4% |
| 6M | -51.4% | +5.5% | -56.9% | -55.7% |
| YTD | +1.6% | +16.1% | -14.5% | -19.3% |
| 1Y | +5.4% | +20.3% | -14.9% | -20.4% |
| 3Y | +191.0% | +90.4% | +100.6% | +8.7% |
| All | +191.0% | +91.8% | +99.2% | +8.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling