+966.8%
MOD vs EFX
+63.8%
+903.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -0.7% | +10.5% | +10.1% |
| 7D | -13.9% | -2.2% | -11.8% | -13.6% |
| 30D | -41.5% | +29.2% | -70.7% | -48.3% |
| 3M | -45.7% | +3.5% | -49.2% | -47.8% |
| 6M | -61.1% | +7.8% | -68.9% | -64.4% |
| YTD | -20.5% | -12.4% | -8.1% | -20.8% |
| 1Y | -32.1% | -8.2% | -23.9% | -34.0% |
| 3Y | +146.5% | +4.7% | +141.8% | +122.6% |
| 5Y | +812.7% | -32.0% | +844.8% | +881.2% |
| 10Y | +966.8% | +69.1% | +897.8% | +690.9% |
| All | +966.8% | +63.8% | +903.0% | +690.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 10y: compounded portfolio wealth divided by compounded EFX 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…
10y analysis · Full analysis span regression · 6 months rolling