+507.6%
MOD vs ESI
+177.3%
+330.3%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -8.0% | +0.7% | -2.9% |
| 7D | -34.2% | -13.1% | -21.0% | -28.4% |
| 30D | -51.9% | -18.5% | -33.4% | -45.7% |
| 3M | -53.0% | -19.6% | -33.4% | -46.7% |
| 6M | -66.4% | -29.8% | -36.6% | -58.6% |
| YTD | -31.5% | +23.9% | -55.4% | -37.5% |
| 1Y | -39.6% | +15.0% | -54.5% | -42.4% |
| 3Y | +116.8% | +64.3% | +52.5% | +78.1% |
| 5Y | +713.8% | +26.3% | +687.5% | +652.0% |
| 10Y | +882.7% | +321.7% | +560.9% | +480.5% |
| All | +507.6% | +177.3% | +330.3% | +274.0% |
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