+3,565.2%
MOD vs ES
+1,243.3%
+2,322.0%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.6% | +4.9% | +4.5% |
| 7D | +9.6% | +0.3% | +9.3% | +9.5% |
| 30D | 0.0% | -2.0% | +2.0% | +0.7% |
| 3M | -35.4% | +1.7% | -37.0% | -36.2% |
| 6M | -7.3% | -3.5% | -3.7% | -6.8% |
| YTD | +45.8% | +7.9% | +37.9% | +39.8% |
| 1Y | +43.1% | +17.2% | +26.0% | +31.3% |
| 3Y | +297.7% | +29.3% | +268.4% | +237.2% |
| 5Y | +1,478.8% | -5.7% | +1,484.5% | +1,407.3% |
| 10Y | +1,633.4% | +85.2% | +1,548.2% | +1,031.4% |
| All | +3,565.2% | +1,243.3% | +2,322.0% | +1,032.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling