+833.2%
MOD vs EFV
+92.8%
+740.3%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.3% |
| 7D | +16.1% | +0.7% | +15.4% | +15.0% |
| 30D | -38.5% | +2.0% | -40.5% | -41.1% |
| 3M | -46.8% | -1.6% | -45.2% | -46.1% |
| 6M | -61.6% | +5.8% | -67.4% | -65.0% |
| YTD | -20.5% | +15.6% | -36.2% | -35.9% |
| 1Y | -28.0% | +19.0% | -47.0% | -44.1% |
| 3Y | +134.9% | +90.7% | +44.3% | -7.7% |
| 5Y | +833.2% | +92.8% | +740.4% | +265.4% |
| All | +833.2% | +92.8% | +740.3% | +265.4% |
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