+886.3%
MOD vs EME
+915.6%
-29.3%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.1% | -1.8% | -1.8% |
| 7D | -17.8% | -8.8% | -9.1% | -9.0% |
| 30D | -43.2% | -18.2% | -25.0% | -30.3% |
| 3M | -46.0% | -20.2% | -25.8% | -32.6% |
| 6M | -62.2% | -29.9% | -32.3% | -46.6% |
| YTD | -22.8% | +5.7% | -28.5% | -24.9% |
| 1Y | -35.5% | -1.5% | -34.0% | -32.6% |
| 3Y | +128.2% | +208.4% | -80.2% | -10.8% |
| 5Y | +791.6% | +401.9% | +389.7% | +130.0% |
| 10Y | +886.3% | +914.2% | -27.9% | +50.9% |
| All | +886.3% | +915.6% | -29.3% | +50.9% |
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