+1,064.5%
MOD vs ET
+160.8%
+903.6%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +27.9% | -0.1% | +28.0% | +27.9% |
| 7D | +40.4% | +2.5% | +37.9% | +38.5% |
| 30D | -14.0% | -2.5% | -11.5% | -12.5% |
| 3M | -33.3% | -4.9% | -28.5% | -31.5% |
| 6M | -51.4% | -0.1% | -51.3% | -51.6% |
| YTD | +1.6% | +26.2% | -24.6% | -11.1% |
| 1Y | +5.4% | +25.2% | -19.8% | -7.6% |
| 3Y | +191.0% | +84.2% | +106.8% | +118.3% |
| 5Y | +1,093.1% | +216.1% | +877.1% | +586.1% |
| All | +1,064.5% | +160.8% | +903.6% | +599.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 10y: compounded portfolio wealth divided by compounded ET 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…
10y analysis · Full analysis span regression · 6 months rolling