+1,530.3%
MOD vs EFV
+96.9%
+1,433.4%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.1% | +4.4% | +4.5% |
| 7D | +9.6% | +1.5% | +8.1% | +7.1% |
| 30D | 0.0% | +1.7% | -1.7% | -2.5% |
| 3M | -35.4% | +8.6% | -44.0% | -42.8% |
| 6M | -7.3% | +11.7% | -18.9% | -20.6% |
| YTD | +45.8% | +19.3% | +26.5% | +13.8% |
| 1Y | +43.1% | +30.2% | +12.9% | -1.2% |
| 3Y | +297.7% | +91.6% | +206.1% | +58.5% |
| All | +1,530.3% | +96.9% | +1,433.4% | +518.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling