+886.3%
MOD vs ET
+166.6%
+719.8%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.8% | -4.7% | -3.9% |
| 7D | -17.8% | -1.9% | -16.0% | -16.6% |
| 30D | -43.2% | -3.1% | -40.2% | -42.0% |
| 3M | -46.0% | -3.9% | -42.1% | -44.8% |
| 6M | -62.2% | +4.0% | -66.2% | -63.2% |
| YTD | -22.8% | +26.4% | -49.2% | -32.5% |
| 1Y | -35.5% | +24.9% | -60.4% | -43.4% |
| 3Y | +128.2% | +85.2% | +43.1% | +70.6% |
| 5Y | +791.6% | +218.3% | +573.3% | +409.5% |
| 10Y | +886.3% | +172.0% | +714.4% | +483.5% |
| All | +886.3% | +166.6% | +719.8% | +483.5% |
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