+2,896.1%
FITB vs MOD
+3,565.2%
-669.2%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.3% | -4.5% | -1.5% |
| 7D | +0.6% | +9.6% | -9.0% | -2.2% |
| 30D | -4.7% | 0.0% | -4.8% | -5.1% |
| 3M | +6.7% | -35.4% | +42.1% | +18.8% |
| 6M | +12.6% | -7.3% | +19.8% | +10.0% |
| YTD | +19.1% | +45.8% | -26.7% | -0.3% |
| 1Y | +22.6% | +43.1% | -20.5% | +1.0% |
| 3Y | +127.1% | +297.7% | -170.6% | +19.1% |
| 5Y | +71.8% | +1,478.8% | -1,406.9% | -46.4% |
| 10Y | +287.2% | +1,633.4% | -1,346.2% | -4.2% |
| All | +2,896.1% | +3,565.2% | -669.2% | +367.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling