+321.2%
MOD vs ET
+98.0%
+223.2%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.3% | +4.0% | +4.0% |
| 7D | +9.6% | +0.9% | +8.7% | +8.7% |
| 30D | 0.0% | +7.5% | -7.4% | -6.9% |
| 3M | -35.4% | +11.4% | -46.8% | -42.2% |
| 6M | -7.3% | +18.5% | -25.8% | -23.5% |
| YTD | +45.8% | +37.4% | +8.4% | +2.1% |
| 1Y | +43.1% | +30.9% | +12.2% | +5.3% |
| All | +321.2% | +98.0% | +223.2% | +158.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling