+713.8%
MOD vs ES
+5.0%
+708.8%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +2.1% | -9.3% | -7.3% |
| 7D | -34.2% | +5.9% | -40.1% | -34.2% |
| 30D | -51.9% | +10.2% | -62.1% | -52.0% |
| 3M | -53.0% | +0.4% | -53.4% | -53.0% |
| 6M | -66.4% | +6.9% | -73.2% | -66.5% |
| YTD | -31.5% | +10.5% | -42.1% | -32.1% |
| 1Y | -39.6% | +3.2% | -42.8% | -39.9% |
| 3Y | +116.8% | +49.0% | +67.8% | +96.8% |
| 5Y | +713.8% | +4.5% | +709.3% | +697.9% |
| All | +713.8% | +5.0% | +708.8% | +697.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 5y: compounded portfolio wealth divided by compounded ES 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…
5y analysis · Full analysis span regression · 6 months rolling