-33.5%
MOD vs EFX
-8.6%
-24.9%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -0.7% | +10.5% | +9.7% |
| 7D | -13.9% | -2.2% | -11.8% | -14.2% |
| 30D | -41.5% | +29.2% | -70.7% | -37.4% |
| 3M | -45.7% | +3.5% | -49.2% | -44.3% |
| 6M | -61.1% | +7.8% | -68.9% | -59.1% |
| YTD | -20.5% | -12.4% | -8.1% | -11.0% |
| All | -33.5% | -8.6% | -24.9% | -28.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling