+128.2%
MOD vs IT
-53.1%
+181.3%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.1% | -1.8% | -3.0% |
| 7D | -17.8% | -7.5% | -10.3% | -18.2% |
| 30D | -43.2% | -1.2% | -42.1% | -43.4% |
| 3M | -46.0% | -2.2% | -43.8% | -46.2% |
| 6M | -62.2% | +19.1% | -81.3% | -61.8% |
| YTD | -22.8% | -25.1% | +2.3% | -13.6% |
| 1Y | -35.5% | -17.4% | -18.1% | -30.7% |
| 3Y | +128.2% | -54.1% | +182.3% | +232.6% |
| All | +128.2% | -53.1% | +181.3% | +232.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling