+1,194.3%
MOD vs ESI
+224.6%
+969.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.9% | +1.4% | +2.7% |
| 7D | +9.6% | +3.3% | +6.3% | +7.7% |
| 30D | 0.0% | -5.9% | +5.9% | +3.4% |
| 3M | -35.4% | -14.1% | -21.3% | -29.5% |
| 6M | -7.3% | +6.6% | -13.8% | -9.0% |
| YTD | +45.8% | +45.0% | +0.8% | +21.4% |
| 1Y | +43.1% | +41.5% | +1.7% | +21.2% |
| 3Y | +297.7% | +78.8% | +218.9% | +208.3% |
| 5Y | +1,478.8% | +70.9% | +1,407.9% | +1,151.8% |
| 10Y | +1,633.4% | +317.1% | +1,316.3% | +867.6% |
| All | +1,194.3% | +224.6% | +969.7% | +625.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling