+906.4%
MOD vs ESI
+312.6%
+593.8%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.9% | +3.8% | +4.3% |
| 7D | -25.5% | -8.5% | -17.0% | -19.8% |
| 30D | -49.0% | -15.7% | -33.3% | -41.5% |
| 3M | -49.8% | -18.2% | -31.6% | -41.4% |
| 6M | -64.8% | -28.8% | -35.9% | -54.1% |
| YTD | -27.6% | +26.3% | -53.9% | -38.1% |
| 1Y | -35.2% | +18.2% | -53.4% | -41.7% |
| 3Y | +137.1% | +68.1% | +69.0% | +71.2% |
| 5Y | +760.3% | +28.8% | +731.5% | +630.6% |
| All | +906.4% | +312.6% | +593.8% | +395.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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