+966.8%
MOD vs EMB
+30.9%
+936.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +0.6% | +9.2% | +8.8% |
| 7D | -13.9% | +0.8% | -14.8% | -15.4% |
| 30D | -41.5% | +1.5% | -43.0% | -43.2% |
| 3M | -45.7% | -1.9% | -43.8% | -44.0% |
| 6M | -61.1% | -1.6% | -59.5% | -59.8% |
| YTD | -20.5% | 0.0% | -20.5% | -19.3% |
| 1Y | -32.1% | +1.1% | -33.2% | -32.1% |
| 3Y | +146.5% | +30.9% | +115.6% | +70.9% |
| 5Y | +812.7% | +7.1% | +805.7% | +763.2% |
| 10Y | +966.8% | +31.1% | +935.7% | +776.8% |
| All | +966.8% | +30.9% | +936.0% | +776.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling