+244.2%
FITB vs MOD
+911.6%
-667.4%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.7% | -6.5% | -2.1% |
| 7D | -1.5% | -25.5% | +24.0% | +4.7% |
| 30D | +5.8% | -49.0% | +54.8% | +22.9% |
| 3M | -6.1% | -49.8% | +43.7% | +8.6% |
| 6M | +5.9% | -64.8% | +70.7% | +30.8% |
| YTD | +16.1% | -27.6% | +43.7% | +15.8% |
| 1Y | +28.8% | -35.2% | +64.0% | +30.8% |
| 3Y | +126.0% | +137.1% | -11.1% | +38.3% |
| 5Y | +45.3% | +760.3% | -715.0% | -45.7% |
| All | +244.2% | +911.6% | -667.4% | -2.3% |
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