+1,530.3%
MOD vs IT
-40.5%
+1,570.9%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -4.6% | +8.9% | +5.1% |
| 7D | +9.6% | -6.0% | +15.6% | +10.7% |
| 30D | 0.0% | 0.0% | 0.0% | -0.3% |
| 3M | -35.4% | +13.1% | -48.4% | -37.6% |
| 6M | -7.3% | +11.7% | -19.0% | -11.7% |
| YTD | +45.8% | -26.1% | +71.9% | +60.8% |
| 1Y | +43.1% | -21.3% | +64.4% | +50.2% |
| 3Y | +297.7% | -46.7% | +344.4% | +413.1% |
| All | +1,530.3% | -40.5% | +1,570.9% | +1,743.7% |
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 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