+1,082.7%
MOD vs ESI
+36.5%
+1,046.2%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +27.9% | -0.7% | +28.6% | +28.5% |
| 7D | +40.4% | +5.5% | +34.9% | +33.8% |
| 30D | -14.0% | -7.8% | -6.3% | -6.4% |
| 3M | -33.3% | -15.0% | -18.3% | -22.4% |
| 6M | -51.4% | -24.9% | -26.5% | -36.6% |
| YTD | +1.6% | +33.2% | -31.6% | -22.3% |
| 1Y | +5.4% | +24.9% | -19.6% | -14.4% |
| 3Y | +191.0% | +77.8% | +113.2% | +74.3% |
| All | +1,082.7% | +36.5% | +1,046.2% | +782.9% |
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 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