+1,520.5%
MOD vs ET
+163.5%
+1,357.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | +6.3% | +0.4% | +5.9% | +6.1% |
| 30D | -1.7% | +6.9% | -8.5% | -5.2% |
| 3M | -30.1% | +13.1% | -43.2% | -34.9% |
| 6M | +2.7% | +18.7% | -16.0% | -7.2% |
| YTD | +44.1% | +37.4% | +6.6% | +20.6% |
| 1Y | +38.7% | +34.8% | +3.9% | +17.0% |
| 3Y | +309.8% | +96.8% | +213.0% | +196.8% |
| 5Y | +1,569.7% | +238.2% | +1,331.5% | +830.0% |
| 10Y | +1,520.5% | +159.4% | +1,361.0% | +800.8% |
| All | +1,520.5% | +163.5% | +1,357.0% | +800.8% |
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