+1,520.5%
MOD vs EME
+1,278.1%
+242.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.5% | -3.7% | -3.5% |
| 7D | +6.3% | +5.2% | +1.2% | +1.5% |
| 30D | -1.7% | -5.4% | +3.7% | +3.4% |
| 3M | -30.1% | -6.1% | -24.0% | -26.0% |
| 6M | +2.7% | +9.7% | -7.0% | -4.1% |
| YTD | +44.1% | +26.6% | +17.5% | +17.3% |
| 1Y | +38.7% | +24.6% | +14.1% | +11.5% |
| 3Y | +309.8% | +249.6% | +60.2% | +41.9% |
| 5Y | +1,569.7% | +556.6% | +1,013.2% | +239.1% |
| 10Y | +1,520.5% | +1,286.6% | +233.9% | +103.9% |
| All | +1,520.5% | +1,278.1% | +242.4% | +103.9% |
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