-28.0%
MOD vs ESI
+21.7%
-49.7%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.6% | +1.4% |
| 7D | +16.1% | +8.3% | +7.8% | +8.5% |
| 30D | -38.5% | -10.4% | -28.1% | -31.6% |
| 3M | -46.8% | -13.2% | -33.7% | -39.5% |
| 6M | -61.6% | -23.9% | -37.7% | -51.4% |
| YTD | -20.5% | +34.2% | -54.7% | -34.6% |
| 1Y | -28.0% | +22.2% | -50.3% | -33.9% |
| All | -28.0% | +21.7% | -49.7% | -33.9% |
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