+966.8%
MOD vs IT
+96.9%
+869.9%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +0.5% | +9.4% | +9.7% |
| 7D | -13.9% | -18.8% | +4.9% | -8.3% |
| 30D | -41.5% | -0.1% | -41.5% | -42.6% |
| 3M | -45.7% | +2.9% | -48.7% | -48.1% |
| 6M | -61.1% | +20.4% | -81.5% | -66.8% |
| YTD | -20.5% | -24.3% | +3.8% | -18.2% |
| 1Y | -32.1% | -17.2% | -15.0% | -34.0% |
| 3Y | +146.5% | -52.4% | +198.9% | +221.9% |
| 5Y | +812.7% | -43.7% | +856.4% | +943.4% |
| 10Y | +966.8% | +90.3% | +876.5% | +445.7% |
| All | +966.8% | +96.9% | +869.9% | +445.7% |
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