+966.8%
MOD vs EL
+63.1%
+903.8%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +2.8% | +7.1% | +8.8% |
| 7D | -13.9% | +8.0% | -21.9% | -16.8% |
| 30D | -41.5% | +15.4% | -56.9% | -45.1% |
| 3M | -45.7% | +28.5% | -74.2% | -51.7% |
| 6M | -61.1% | +32.2% | -93.3% | -66.3% |
| YTD | -20.5% | +9.2% | -29.7% | -27.4% |
| 1Y | -32.1% | +30.8% | -62.9% | -42.8% |
| 3Y | +146.5% | +3.7% | +142.8% | +107.0% |
| 5Y | +812.7% | -64.8% | +877.5% | +1,255.8% |
| 10Y | +966.8% | +60.0% | +906.8% | +760.7% |
| All | +966.8% | +63.1% | +903.8% | +760.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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