+966.8%
MOD vs EME
+996.0%
-29.2%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +7.3% | +2.6% | +3.1% |
| 7D | -13.9% | -4.4% | -9.6% | -8.8% |
| 30D | -41.5% | -17.3% | -24.3% | -29.0% |
| 3M | -45.7% | -20.0% | -25.7% | -32.3% |
| 6M | -61.1% | -29.1% | -32.0% | -45.6% |
| YTD | -20.5% | +6.9% | -27.4% | -23.5% |
| 1Y | -32.1% | +0.8% | -32.9% | -30.5% |
| 3Y | +146.5% | +214.4% | -67.9% | -5.4% |
| 5Y | +812.7% | +404.2% | +408.6% | +133.9% |
| 10Y | +966.8% | +941.9% | +24.9% | +56.1% |
| All | +966.8% | +996.0% | -29.2% | +56.1% |
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