+143.8%
FITB vs MOD
+148.6%
-4.8%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +9.9% | -7.4% | +1.3% |
| 7D | -1.1% | -13.9% | +12.8% | +0.2% |
| 30D | +7.3% | -41.5% | +48.9% | +14.2% |
| 3M | -4.0% | -45.7% | +41.7% | +2.8% |
| 6M | +11.9% | -61.1% | +73.0% | +23.9% |
| YTD | +19.0% | -20.5% | +39.5% | +16.7% |
| 1Y | +31.0% | -32.1% | +63.2% | +31.0% |
| 3Y | +143.8% | +146.5% | -2.7% | +48.9% |
| All | +143.8% | +148.6% | -4.8% | +48.9% |
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