+126.0%
FITB vs MOD
+129.2%
-3.2%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.7% | -6.5% | -1.5% |
| 7D | -1.5% | -25.5% | +24.0% | +1.6% |
| 30D | +5.8% | -49.0% | +54.8% | +14.5% |
| 3M | -6.1% | -49.8% | +43.7% | +1.5% |
| 6M | +5.9% | -64.8% | +70.7% | +18.8% |
| YTD | +16.1% | -27.6% | +43.7% | +15.3% |
| 1Y | +28.8% | -35.2% | +64.0% | +29.3% |
| 3Y | +126.0% | +137.1% | -11.1% | +38.1% |
| All | +126.0% | +129.2% | -3.2% | +38.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling