+753.4%
MOD vs EMB
+6.6%
+746.9%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -50.5% |
| 3M | -49.8% | -2.2% | -47.6% | -47.8% |
| 6M | -64.8% | -2.3% | -62.4% | -63.0% |
| YTD | -27.6% | -0.6% | -27.0% | -25.7% |
| 1Y | -35.2% | +0.5% | -35.7% | -34.5% |
| 3Y | +137.1% | +29.4% | +107.7% | +70.5% |
| All | +753.4% | +6.6% | +746.9% | +604.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling