-29.7%
MOD vs EMB
+0.7%
-30.4%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.1% | +3.4% | +3.1% |
| 7D | +8.2% | -0.4% | +8.6% | +10.4% |
| 30D | -38.2% | +1.5% | -39.7% | -43.1% |
| 3M | -46.2% | -1.6% | -44.6% | -41.8% |
| 6M | -62.5% | -1.5% | -61.1% | -59.2% |
| YTD | -20.1% | -0.1% | -20.0% | -17.5% |
| 1Y | -29.7% | +0.5% | -30.2% | -32.1% |
| All | -29.7% | +0.7% | -30.4% | -32.1% |
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