+224.4%
FITB vs MOD
+920.5%
-696.1%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.9% | +2.6% | +0.4% |
| 7D | +0.5% | -17.8% | +18.3% | +4.3% |
| 30D | +7.0% | -43.2% | +50.2% | +20.9% |
| 3M | -4.4% | -46.0% | +41.7% | +8.6% |
| 6M | +11.6% | -62.2% | +73.8% | +35.2% |
| YTD | +18.6% | -22.8% | +41.4% | +16.3% |
| 1Y | +29.8% | -35.5% | +65.3% | +32.2% |
| 3Y | +140.7% | +128.2% | +12.5% | +49.9% |
| 5Y | +48.6% | +791.6% | -743.0% | -44.6% |
| 10Y | +224.4% | +886.3% | -661.9% | -4.6% |
| All | +224.4% | +920.5% | -696.1% | -4.6% |
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