+839.8%
MOD vs EL
+63.7%
+776.1%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.0% | +4.5% | +3.9% |
| 7D | +8.2% | +0.3% | +8.0% | +8.3% |
| 30D | -38.2% | +12.3% | -50.4% | -41.3% |
| 3M | -46.2% | +28.4% | -74.6% | -52.2% |
| 6M | -62.5% | +36.7% | -99.3% | -68.0% |
| YTD | -20.1% | +8.4% | -28.5% | -26.9% |
| 1Y | -29.7% | +25.4% | -55.1% | -39.7% |
| 3Y | +136.2% | +3.4% | +132.8% | +98.3% |
| 5Y | +820.4% | -64.8% | +885.1% | +1,267.1% |
| 10Y | +839.8% | +63.0% | +776.9% | +629.7% |
| All | +839.8% | +63.7% | +776.1% | +629.7% |
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