+812.7%
MOD vs ESI
+42.9%
+769.8%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +5.1% | +4.7% | +5.3% |
| 7D | -13.9% | -3.5% | -10.5% | -10.2% |
| 30D | -41.5% | -9.3% | -32.3% | -35.3% |
| 3M | -45.7% | -12.8% | -32.9% | -38.2% |
| 6M | -61.1% | -24.6% | -36.5% | -49.3% |
| YTD | -20.5% | +32.7% | -53.2% | -38.9% |
| 1Y | -32.1% | +20.3% | -52.4% | -42.6% |
| 3Y | +146.5% | +80.2% | +66.3% | +46.5% |
| 5Y | +812.7% | +40.0% | +772.8% | +559.7% |
| All | +812.7% | +42.9% | +769.8% | +559.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling