+1,064.5%
MOD vs IT
+90.0%
+974.5%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +27.9% | +0.7% | +27.2% | +27.6% |
| 7D | +40.4% | +1.1% | +39.3% | +40.0% |
| 30D | -14.0% | -1.8% | -12.2% | -15.0% |
| 3M | -33.3% | +4.8% | -38.2% | -36.5% |
| 6M | -51.4% | +33.0% | -84.4% | -60.3% |
| YTD | +1.6% | -23.8% | +25.4% | +4.5% |
| 1Y | +5.4% | -16.5% | +21.9% | +2.4% |
| 3Y | +191.0% | -53.6% | +244.6% | +287.3% |
| 5Y | +1,093.1% | -42.1% | +1,135.3% | +1,243.9% |
| All | +1,064.5% | +90.0% | +974.5% | +492.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling