+791.6%
MOD vs IT
-43.9%
+835.5%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.1% | -1.8% | -2.8% |
| 7D | -17.8% | -7.5% | -10.3% | -17.0% |
| 30D | -43.2% | -1.2% | -42.1% | -43.7% |
| 3M | -46.0% | -2.2% | -43.8% | -46.7% |
| 6M | -62.2% | +19.1% | -81.3% | -64.9% |
| YTD | -22.8% | -25.1% | +2.3% | -15.9% |
| 1Y | -35.5% | -17.4% | -18.1% | -33.4% |
| 3Y | +128.2% | -54.1% | +182.3% | +224.9% |
| 5Y | +791.6% | -42.7% | +834.3% | +923.0% |
| All | +791.6% | -43.9% | +835.5% | +923.0% |
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