+839.8%
MOD vs EMB
+36.3%
+803.5%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.1% | +3.4% | +3.3% |
| 7D | +8.2% | -0.4% | +8.6% | +9.2% |
| 30D | -38.2% | +1.5% | -39.7% | -40.1% |
| 3M | -46.2% | -1.6% | -44.6% | -44.8% |
| 6M | -62.5% | -1.5% | -61.1% | -61.4% |
| YTD | -20.1% | -0.1% | -20.0% | -18.8% |
| 1Y | -29.7% | +0.5% | -30.2% | -29.0% |
| 3Y | +136.2% | +30.2% | +106.0% | +62.9% |
| 5Y | +820.4% | +8.6% | +811.8% | +753.6% |
| 10Y | +839.8% | +36.9% | +803.0% | +603.0% |
| All | +839.8% | +36.3% | +803.5% | +603.0% |
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