+43.1%
MOD vs EMB
+5.7%
+37.4%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | 0.0% | +4.3% | +4.2% |
| 7D | +9.6% | 0.0% | +9.6% | +9.6% |
| 30D | 0.0% | -0.3% | +0.3% | +1.4% |
| 3M | -35.4% | -0.4% | -35.0% | -33.6% |
| 6M | -7.3% | +0.1% | -7.4% | -4.1% |
| YTD | +45.8% | +1.6% | +44.2% | +39.0% |
| 1Y | +43.1% | +5.6% | +37.5% | +23.5% |
| All | +43.1% | +5.7% | +37.4% | +23.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 1y: compounded portfolio wealth divided by compounded EMB 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…
1y analysis · Full analysis span regression · 6 months rolling