+321.2%
MOD vs EL
-31.7%
+352.8%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +3.0% | +1.3% | +3.8% |
| 7D | +9.6% | +0.8% | +8.8% | +9.4% |
| 30D | 0.0% | +19.8% | -19.8% | -3.6% |
| 3M | -35.4% | +25.7% | -61.1% | -38.4% |
| 6M | -7.3% | +5.4% | -12.7% | -9.1% |
| YTD | +45.8% | +0.2% | +45.6% | +43.0% |
| 1Y | +43.1% | +20.4% | +22.7% | +34.3% |
| All | +321.2% | -31.7% | +352.8% | +343.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling