+2,842.8%
FITB vs MOD
+1,544.7%
+1,298.1%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -7.3% | +5.0% | -0.2% |
| 7D | -1.8% | -34.2% | +32.3% | +9.7% |
| 30D | +4.8% | -51.9% | +56.7% | +27.8% |
| 3M | -6.4% | -53.0% | +46.6% | +13.8% |
| 6M | +7.9% | -66.4% | +74.3% | +40.8% |
| YTD | +17.0% | -31.5% | +48.5% | +19.5% |
| 1Y | +29.9% | -39.6% | +69.5% | +36.1% |
| 3Y | +124.8% | +116.8% | +8.0% | +38.2% |
| 5Y | +46.4% | +713.8% | -667.4% | -45.8% |
| 10Y | +258.1% | +882.7% | -624.6% | +2.1% |
| All | +2,842.8% | +1,544.7% | +1,298.1% | +463.7% |
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