+810.7%
MOD vs EFX
+79.2%
+731.5%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.3% | -0.2% |
| 7D | +16.1% | -3.6% | +19.7% | +17.7% |
| 30D | -38.5% | +25.3% | -63.8% | -45.0% |
| 3M | -46.8% | +3.8% | -50.6% | -49.0% |
| 6M | -61.6% | +12.7% | -74.3% | -65.6% |
| YTD | -20.5% | -13.1% | -7.4% | -20.6% |
| 1Y | -28.0% | -9.3% | -18.7% | -29.6% |
| 3Y | +134.9% | +3.5% | +131.4% | +112.6% |
| 5Y | +833.2% | -30.6% | +863.8% | +894.2% |
| All | +810.7% | +79.2% | +731.5% | +544.8% |
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