-32.6%
MOD vs IT
-17.9%
-14.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | +1.5% | -22.9% | -20.9% |
| 7D | -31.3% | -5.5% | -25.9% | -32.2% |
| 30D | -46.1% | +10.3% | -56.5% | -43.7% |
| 3M | -51.1% | +11.5% | -62.7% | -48.5% |
| 6M | -62.1% | +40.3% | -102.3% | -54.3% |
| YTD | -26.2% | -17.9% | -8.3% | -21.7% |
| 1Y | -32.6% | -8.8% | -23.8% | -31.4% |
| All | -32.6% | -17.9% | -14.7% | -31.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 1y: compounded portfolio wealth divided by compounded IT 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…
1y analysis · Full analysis span regression · 6 months rolling