+208.5%
MOD vs EFV
+240.5%
-32.0%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.4% | +7.1% | +7.6% |
| 7D | -25.5% | -0.7% | -24.9% | -25.9% |
| 30D | -49.0% | +0.9% | -49.9% | -50.3% |
| 3M | -49.8% | -3.6% | -46.3% | -48.0% |
| 6M | -64.8% | +2.5% | -67.3% | -66.2% |
| YTD | -27.6% | +13.2% | -40.8% | -38.5% |
| 1Y | -35.2% | +20.3% | -55.5% | -49.1% |
| 3Y | +137.1% | +84.9% | +52.2% | +6.1% |
| 5Y | +760.3% | +87.7% | +672.6% | +286.6% |
| 10Y | +938.8% | +160.7% | +778.1% | +216.2% |
| All | +208.5% | +240.5% | -32.0% | -22.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling