-7.3%
MOD vs ESI
+7.2%
-14.5%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.9% | +1.4% | +1.6% |
| 7D | +9.6% | +3.3% | +6.3% | +6.2% |
| 30D | 0.0% | -5.9% | +5.9% | +5.9% |
| 3M | -35.4% | -14.1% | -21.3% | -26.0% |
| 6M | -7.3% | +6.6% | -13.8% | -13.3% |
| All | -7.3% | +7.2% | -14.5% | -13.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling