-64.8%
MOD vs EME
-35.0%
-29.8%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.2% | +3.5% | +3.5% |
| 7D | -25.5% | -10.5% | -15.1% | -15.1% |
| 30D | -49.0% | -22.4% | -26.6% | -33.5% |
| 3M | -49.8% | -24.7% | -25.1% | -32.9% |
| 6M | -64.8% | -35.5% | -29.3% | -28.1% |
| All | -64.8% | -35.0% | -29.8% | -28.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling