+124.3%
MOD vs EMB
+28.2%
+96.1%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -0.5% | -6.8% | -5.7% |
| 7D | -34.2% | -0.3% | -33.8% | -33.9% |
| 30D | -51.9% | +1.1% | -53.0% | -54.0% |
| 3M | -53.0% | -2.9% | -50.1% | -48.6% |
| 6M | -66.4% | -2.1% | -64.3% | -63.8% |
| YTD | -31.5% | -1.1% | -30.4% | -27.7% |
| 1Y | -39.6% | +0.3% | -39.9% | -38.3% |
| All | +124.3% | +28.2% | +96.1% | +45.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling