+886.3%
MOD vs EL
+60.9%
+825.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.2% | -3.1% | -3.0% |
| 7D | -17.8% | +7.6% | -25.5% | -20.5% |
| 30D | -43.2% | +15.7% | -58.9% | -46.8% |
| 3M | -46.0% | +30.5% | -76.6% | -52.3% |
| 6M | -62.2% | +32.5% | -94.8% | -67.3% |
| YTD | -22.8% | +9.4% | -32.2% | -29.6% |
| 1Y | -35.5% | +28.4% | -63.8% | -45.2% |
| 3Y | +128.2% | +4.4% | +123.8% | +90.9% |
| 5Y | +791.6% | -64.5% | +856.1% | +1,221.6% |
| 10Y | +886.3% | +64.9% | +821.4% | +672.6% |
| All | +886.3% | +60.9% | +825.4% | +672.6% |
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