-29.7%
MOD vs ESI
+23.9%
-53.6%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +4.0% | -0.5% | 0.0% |
| 7D | +8.2% | +1.8% | +6.4% | +6.7% |
| 30D | -38.2% | -6.6% | -31.6% | -33.5% |
| 3M | -46.2% | -9.4% | -36.9% | -41.0% |
| 6M | -62.5% | -24.1% | -38.4% | -52.7% |
| YTD | -20.1% | +37.1% | -57.2% | -35.6% |
| 1Y | -29.7% | +24.5% | -54.2% | -36.7% |
| All | -29.7% | +23.9% | -53.6% | -36.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling