+137.1%
MOD vs ET
+73.7%
+63.4%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.4% | +5.3% | +5.3% |
| 7D | -25.5% | -7.9% | -17.7% | -18.9% |
| 30D | -49.0% | -5.9% | -43.1% | -45.6% |
| 3M | -49.8% | -5.2% | -44.6% | -47.2% |
| 6M | -64.8% | +0.3% | -65.0% | -65.4% |
| YTD | -27.6% | +23.1% | -50.7% | -44.2% |
| 1Y | -35.2% | +22.7% | -57.9% | -50.2% |
| 3Y | +137.1% | +75.4% | +61.8% | +60.4% |
| All | +137.1% | +73.7% | +63.4% | +60.4% |
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