+2,820.2%
FITB vs MOD
+1,638.7%
+1,181.6%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.7% | -6.5% | -2.5% |
| 7D | -1.5% | -25.5% | +24.0% | +6.1% |
| 30D | +5.8% | -49.0% | +54.8% | +26.7% |
| 3M | -6.1% | -49.8% | +43.7% | +11.9% |
| 6M | +5.9% | -64.8% | +70.7% | +36.3% |
| YTD | +16.1% | -27.6% | +43.7% | +16.6% |
| 1Y | +28.8% | -35.2% | +64.0% | +32.0% |
| 3Y | +126.0% | +137.1% | -11.1% | +35.1% |
| 5Y | +45.3% | +760.3% | -715.0% | -47.1% |
| 10Y | +255.4% | +938.8% | -683.4% | -0.4% |
| All | +2,820.2% | +1,638.7% | +1,181.6% | +449.9% |
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