+1,535.8%
MOD vs EFX
+44.5%
+1,491.3%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -6.4% | +10.7% | +7.0% |
| 7D | +9.6% | -8.6% | +18.2% | +13.6% |
| 30D | 0.0% | +0.1% | -0.1% | -0.8% |
| 3M | -35.4% | +3.8% | -39.2% | -38.6% |
| 6M | -7.3% | -13.5% | +6.2% | -4.8% |
| YTD | +45.8% | -17.7% | +63.5% | +51.9% |
| 1Y | +43.1% | -25.6% | +68.7% | +56.0% |
| 3Y | +297.7% | -12.1% | +309.8% | +295.8% |
| 5Y | +1,478.8% | -33.8% | +1,512.6% | +1,640.8% |
| All | +1,535.8% | +44.5% | +1,491.3% | +1,210.1% |
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