+446.0%
MOD vs IT
+6,493.7%
-6,047.7%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -4.4% | -2.9% | -5.9% |
| 7D | -34.2% | -12.0% | -22.2% | -31.8% |
| 30D | -51.9% | +7.1% | -59.0% | -53.7% |
| 3M | -53.0% | +6.3% | -59.3% | -55.2% |
| 6M | -66.4% | +32.5% | -98.8% | -71.6% |
| YTD | -31.5% | -21.5% | -10.1% | -33.0% |
| 1Y | -39.6% | -16.5% | -23.1% | -42.3% |
| 3Y | +116.8% | -48.8% | +165.6% | +141.7% |
| 5Y | +713.8% | -40.2% | +754.0% | +755.4% |
| 10Y | +882.7% | +112.1% | +770.6% | +566.5% |
| All | +446.0% | +6,493.7% | -6,047.7% | +82.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling