+810.7%
MOD vs EME
+910.4%
-99.6%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | 0.0% |
| 7D | +16.1% | +11.3% | +4.8% | +5.3% |
| 30D | -38.5% | -14.6% | -24.0% | -27.5% |
| 3M | -46.8% | -20.4% | -26.4% | -33.4% |
| 6M | -61.6% | -28.3% | -33.3% | -46.9% |
| YTD | -20.5% | +8.6% | -29.1% | -24.5% |
| 1Y | -28.0% | +3.2% | -31.3% | -28.0% |
| 3Y | +134.9% | +216.8% | -81.8% | -10.3% |
| 5Y | +833.2% | +417.5% | +415.7% | +134.6% |
| All | +810.7% | +910.4% | -99.6% | +41.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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