+5.4%
MOD vs EME
+3.0%
+2.4%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +27.9% | -0.5% | +28.4% | +28.4% |
| 7D | +40.4% | +8.4% | +32.1% | +29.1% |
| 30D | -14.0% | -11.5% | -2.5% | -1.1% |
| 3M | -33.3% | -20.6% | -12.7% | -15.0% |
| 6M | -51.4% | -28.5% | -22.9% | -28.1% |
| YTD | +1.6% | +8.0% | -6.4% | -4.3% |
| 1Y | +5.4% | +6.8% | -1.4% | +0.9% |
| All | +5.4% | +3.0% | +2.4% | +0.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling