+215.9%
FITB vs MOD
+915.9%
-700.0%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.5% | -3.1% | -0.5% |
| 7D | -0.6% | +8.2% | -8.8% | -2.7% |
| 30D | +7.0% | -38.2% | +45.2% | +18.5% |
| 3M | -4.8% | -46.2% | +41.4% | +8.2% |
| 6M | +13.5% | -62.5% | +76.1% | +38.0% |
| YTD | +19.1% | -20.1% | +39.2% | +15.8% |
| 1Y | +30.8% | -29.7% | +60.4% | +30.2% |
| 3Y | +141.6% | +136.2% | +5.4% | +49.3% |
| 5Y | +48.3% | +820.4% | -772.1% | -45.1% |
| 10Y | +215.9% | +839.8% | -623.9% | -7.1% |
| All | +215.9% | +915.9% | -700.0% | -7.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling