+124.3%
MOD vs ESI
+64.8%
+59.6%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -8.0% | +0.7% | 0.0% |
| 7D | -34.2% | -13.1% | -21.0% | -24.5% |
| 30D | -51.9% | -18.5% | -33.4% | -41.5% |
| 3M | -53.0% | -19.6% | -33.4% | -42.5% |
| 6M | -66.4% | -29.8% | -36.6% | -53.4% |
| YTD | -31.5% | +23.9% | -55.4% | -44.3% |
| 1Y | -39.6% | +15.0% | -54.5% | -46.8% |
| All | +124.3% | +64.8% | +59.6% | +55.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling