+1,064.5%
MOD vs EME
+905.2%
+159.3%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +27.9% | -0.5% | +28.4% | +28.3% |
| 7D | +40.4% | +8.4% | +32.1% | +30.4% |
| 30D | -14.0% | -11.5% | -2.5% | -2.1% |
| 3M | -33.3% | -20.6% | -12.7% | -16.4% |
| 6M | -51.4% | -28.5% | -22.9% | -32.7% |
| YTD | +1.6% | +8.0% | -6.4% | -3.1% |
| 1Y | +5.4% | +6.8% | -1.4% | +1.8% |
| 3Y | +191.0% | +213.9% | -22.9% | +11.8% |
| 5Y | +1,093.1% | +414.8% | +678.3% | +201.0% |
| All | +1,064.5% | +905.2% | +159.3% | +81.0% |
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