+196.2%
ITW vs MOD
+920.5%
-724.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.9% | +3.4% | +0.9% |
| 7D | +0.5% | -17.8% | +18.3% | +2.8% |
| 30D | +9.1% | -43.2% | +52.3% | +17.5% |
| 3M | -1.6% | -46.0% | +44.5% | +6.3% |
| 6M | +14.5% | -62.2% | +76.7% | +29.0% |
| YTD | +19.2% | -22.8% | +42.0% | +18.0% |
| 1Y | +20.9% | -35.5% | +56.4% | +22.5% |
| 3Y | +33.1% | +128.2% | -95.1% | -0.6% |
| 5Y | +38.2% | +791.6% | -753.4% | -24.5% |
| 10Y | +196.2% | +886.3% | -690.2% | +47.2% |
| All | +196.2% | +920.5% | -724.3% | +47.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling