-35.2%
MOD vs IT
-20.0%
-15.2%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -4.0% | +9.7% | +4.3% |
| 7D | -25.5% | -16.9% | -8.6% | -29.8% |
| 30D | -49.0% | +2.3% | -51.3% | -48.1% |
| 3M | -49.8% | +2.9% | -52.7% | -48.5% |
| 6M | -64.8% | +25.9% | -90.6% | -58.8% |
| YTD | -27.6% | -24.6% | -3.0% | -28.4% |
| 1Y | -35.2% | -16.0% | -19.2% | -37.8% |
| All | -35.2% | -20.0% | -15.2% | -37.8% |
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