+906.4%
MOD vs EMB
+28.3%
+878.1%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | 0.0% | +5.7% | +5.7% |
| 7D | -25.5% | -0.1% | -25.4% | -25.7% |
| 30D | -49.0% | +1.3% | -50.3% | -50.4% |
| 3M | -49.8% | -2.7% | -47.1% | -47.5% |
| 6M | -64.8% | -2.8% | -61.9% | -62.9% |
| YTD | -27.6% | -1.1% | -26.5% | -25.3% |
| 1Y | -35.2% | 0.0% | -35.2% | -34.0% |
| 3Y | +137.1% | +28.8% | +108.4% | +69.0% |
| 5Y | +760.3% | +6.0% | +754.3% | +726.7% |
| All | +906.4% | +28.3% | +878.1% | +748.2% |
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