+839.8%
MOD vs EME
+948.4%
-108.6%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.3% | +0.2% | +0.4% |
| 7D | +8.2% | +4.3% | +3.9% | +4.4% |
| 30D | -38.2% | -14.4% | -23.8% | -27.2% |
| 3M | -46.2% | -18.3% | -27.9% | -34.3% |
| 6M | -62.5% | -28.3% | -34.2% | -48.1% |
| YTD | -20.1% | +9.2% | -29.3% | -24.5% |
| 1Y | -29.7% | +4.3% | -33.9% | -30.3% |
| 3Y | +136.2% | +218.6% | -82.4% | -10.3% |
| 5Y | +820.4% | +421.0% | +399.3% | +130.1% |
| 10Y | +839.8% | +928.3% | -88.5% | +41.8% |
| All | +839.8% | +948.4% | -108.6% | +41.8% |
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