+886.3%
MOD vs IT
+88.3%
+798.1%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.1% | -1.8% | -2.5% |
| 7D | -17.8% | -7.5% | -10.3% | -15.8% |
| 30D | -43.2% | -1.2% | -42.1% | -44.1% |
| 3M | -46.0% | -2.2% | -43.8% | -47.3% |
| 6M | -62.2% | +19.1% | -81.3% | -67.7% |
| YTD | -22.8% | -25.1% | +2.3% | -20.2% |
| 1Y | -35.5% | -17.4% | -18.1% | -37.3% |
| 3Y | +128.2% | -54.1% | +182.3% | +204.1% |
| 5Y | +791.6% | -42.7% | +834.3% | +904.3% |
| 10Y | +886.3% | +88.1% | +798.2% | +411.3% |
| All | +886.3% | +88.3% | +798.1% | +411.3% |
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