+753.4%
MOD vs IT
-43.2%
+796.6%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -4.0% | +9.7% | +6.3% |
| 7D | -25.5% | -16.9% | -8.6% | -23.8% |
| 30D | -49.0% | +2.3% | -51.3% | -49.8% |
| 3M | -49.8% | +2.9% | -52.7% | -50.9% |
| 6M | -64.8% | +25.9% | -90.6% | -67.8% |
| YTD | -27.6% | -24.6% | -3.0% | -21.3% |
| 1Y | -35.2% | -16.0% | -19.2% | -33.5% |
| 3Y | +137.1% | -51.6% | +188.7% | +227.2% |
| All | +753.4% | -43.2% | +796.6% | +885.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling