+906.4%
MOD vs EL
+56.3%
+850.1%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.2% | +3.5% | +4.9% |
| 7D | -25.5% | +0.8% | -26.3% | -26.2% |
| 30D | -49.0% | +16.5% | -65.5% | -52.4% |
| 3M | -49.8% | +29.2% | -79.0% | -55.5% |
| 6M | -64.8% | +27.9% | -92.7% | -69.1% |
| YTD | -27.6% | +6.2% | -33.8% | -33.3% |
| 1Y | -35.2% | +27.2% | -62.4% | -44.8% |
| 3Y | +137.1% | +3.2% | +133.9% | +98.6% |
| 5Y | +760.3% | -66.0% | +826.3% | +1,195.2% |
| All | +906.4% | +56.3% | +850.1% | +720.6% |
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