+966.8%
MOD vs ESI
+323.5%
+643.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +5.1% | +4.7% | +6.1% |
| 7D | -13.9% | -3.5% | -10.5% | -10.8% |
| 30D | -41.5% | -9.3% | -32.3% | -36.3% |
| 3M | -45.7% | -12.8% | -32.9% | -39.4% |
| 6M | -61.1% | -24.6% | -36.5% | -51.3% |
| YTD | -20.5% | +32.7% | -53.2% | -34.4% |
| 1Y | -32.1% | +20.3% | -52.4% | -39.7% |
| 3Y | +146.5% | +80.2% | +66.3% | +69.8% |
| 5Y | +812.7% | +40.0% | +772.8% | +635.1% |
| 10Y | +966.8% | +310.8% | +656.1% | +423.3% |
| All | +966.8% | +323.5% | +643.4% | +423.3% |
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