+22.6%
FITB vs MOD
+45.0%
-22.4%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.3% | -4.5% | -0.6% |
| 7D | +0.6% | +9.6% | -9.0% | -0.3% |
| 30D | -4.7% | 0.0% | -4.8% | -4.8% |
| 3M | +6.7% | -35.4% | +42.1% | +10.7% |
| 6M | +12.6% | -7.3% | +19.8% | +10.7% |
| YTD | +19.1% | +45.8% | -26.7% | +11.9% |
| 1Y | +22.6% | +43.1% | -20.5% | +15.0% |
| All | +22.6% | +45.0% | -22.4% | +15.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 1y: compounded portfolio wealth divided by compounded MOD 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…
1y analysis · Full analysis span regression · 6 months rolling